+212.6%
HIMS vs CAVA
+33.0%
+179.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -1.0% |
| 7D | -0.7% | -8.0% | +7.3% | +2.3% |
| 30D | -8.2% | -19.6% | +11.4% | -0.7% |
| 3M | -4.7% | -36.7% | +32.0% | +11.3% |
| 6M | +6.3% | -30.6% | +36.9% | +19.6% |
| YTD | -15.3% | -4.8% | -10.5% | -17.3% |
| 1Y | -46.9% | -13.1% | -33.7% | -46.9% |
| 3Y | +321.3% | +48.8% | +272.5% | +303.6% |
| All | +212.6% | +33.0% | +179.6% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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