+182.8%
HIMS vs CASY
+364.5%
-181.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -12.4% | -11.3% | -1.1% | -10.4% |
| 3M | -1.1% | -0.6% | -0.4% | -2.6% |
| 6M | +68.4% | +10.7% | +57.7% | +60.7% |
| YTD | -14.7% | +37.1% | -51.8% | -23.3% |
| 1Y | -42.4% | +52.3% | -94.7% | -49.9% |
| 3Y | +304.5% | +215.2% | +89.3% | +203.3% |
| 5Y | +237.5% | +276.5% | -39.0% | +145.8% |
| All | +182.8% | +364.5% | -181.8% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling