+134.1%
HIMS vs CASY
+325.6%
-191.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.4% | -11.9% |
| 7D | -9.1% | +3.6% | -12.7% | -9.8% |
| 30D | -25.8% | +7.2% | -33.0% | -26.9% |
| 3M | -27.4% | -16.9% | -10.5% | -25.1% |
| 6M | -18.9% | -19.3% | +0.5% | -16.5% |
| YTD | -29.4% | +25.6% | -55.0% | -35.6% |
| 1Y | -44.1% | +30.2% | -74.2% | -49.6% |
| 3Y | +246.0% | +154.9% | +91.1% | +167.6% |
| 5Y | +177.1% | +252.1% | -75.1% | +105.2% |
| All | +134.1% | +325.6% | -191.5% | +73.2% |
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