+316.7%
HIMS vs CART
+38.4%
+278.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.6% | +7.5% | +7.8% |
| 7D | -6.1% | +3.0% | -9.0% | -7.1% |
| 30D | -12.0% | +28.6% | -40.5% | -21.4% |
| 3M | -12.3% | +29.1% | -41.4% | -22.3% |
| 6M | -3.3% | +44.7% | -48.0% | -18.6% |
| YTD | -19.9% | +29.2% | -49.1% | -29.9% |
| 1Y | -37.4% | +66.2% | -103.5% | -50.8% |
| 3Y | +314.0% | +112.8% | +201.2% | +201.0% |
| All | +316.7% | +38.4% | +278.3% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling