+181.9%
HIMS vs CASY
+161.8%
+20.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -24.1% | +3.6% | -27.7% | -24.8% |
| 30D | -28.8% | +9.1% | -37.9% | -30.5% |
| 3M | -31.4% | -16.5% | -14.9% | -28.2% |
| 6M | -18.3% | -19.7% | +1.4% | -13.2% |
| YTD | -39.2% | +29.3% | -68.5% | -50.5% |
| 1Y | -45.3% | +33.1% | -78.4% | -56.4% |
| 3Y | +181.9% | +158.5% | +23.3% | +34.4% |
| All | +181.9% | +161.8% | +20.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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