+314.0%
HIMS vs CART
+112.9%
+201.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +7.8% |
| 7D | -6.1% | +3.0% | -9.0% | -7.3% |
| 30D | -12.0% | +28.6% | -40.5% | -22.4% |
| 3M | -12.3% | +29.1% | -41.4% | -23.4% |
| 6M | -3.3% | +44.7% | -48.0% | -20.3% |
| YTD | -19.9% | +29.2% | -49.1% | -31.0% |
| 1Y | -37.4% | +66.2% | -103.5% | -52.4% |
| 3Y | +314.0% | +112.8% | +201.2% | +177.2% |
| All | +314.0% | +112.9% | +201.1% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling