+207.7%
HIMS vs CASY
+250.1%
-42.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.3% | +8.3% | +8.2% |
| 7D | -6.1% | +1.1% | -7.2% | -6.5% |
| 30D | -12.0% | +8.7% | -20.7% | -14.8% |
| 3M | -12.3% | -17.3% | +5.0% | -7.0% |
| 6M | -3.3% | -19.7% | +16.5% | +2.1% |
| YTD | -19.9% | +24.8% | -44.8% | -34.1% |
| 1Y | -37.4% | +31.9% | -69.3% | -50.3% |
| 3Y | +314.0% | +155.4% | +158.6% | +119.1% |
| All | +207.7% | +250.1% | -42.4% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling