-44.2%
HIMS vs CART
+12.0%
-56.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -3.9% | +1.0% | -5.0% | -4.4% |
| 30D | -12.4% | +12.6% | -25.1% | -17.3% |
| 3M | -1.1% | +23.1% | -24.2% | -10.7% |
| 6M | +68.4% | +39.5% | +28.9% | +44.7% |
| YTD | -14.7% | +13.5% | -28.2% | -21.5% |
| All | -44.2% | +12.0% | -56.1% | -49.6% |
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