-21.3%
HIMS vs CASY
-19.8%
-1.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.4% | -11.6% |
| 7D | -9.1% | +3.6% | -12.7% | -8.2% |
| 30D | -25.8% | +7.2% | -33.0% | -24.3% |
| 3M | -27.4% | -16.9% | -10.5% | -31.4% |
| All | -21.3% | -19.8% | -1.4% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling