-47.6%
HIMS vs CART
+54.8%
-102.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.5% |
| 7D | -21.9% | -0.6% | -21.4% | -21.7% |
| 30D | -32.1% | +23.1% | -55.2% | -38.5% |
| 3M | -31.8% | +19.2% | -51.0% | -37.7% |
| 6M | -28.6% | +45.7% | -74.3% | -41.7% |
| YTD | -35.9% | +30.9% | -66.8% | -44.6% |
| 1Y | -47.6% | +50.2% | -97.8% | -57.8% |
| All | -47.6% | +54.8% | -102.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling