+187.4%
HIMS vs CB
+134.7%
+52.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -10.8% | -3.9% | -6.9% | -10.7% |
| 3M | +3.7% | +4.9% | -1.2% | +3.2% |
| 6M | +79.0% | +3.3% | +75.7% | +78.2% |
| YTD | -13.2% | +8.5% | -21.8% | -14.0% |
| 1Y | -43.3% | +22.1% | -65.3% | -44.4% |
| 3Y | +331.4% | +70.1% | +261.3% | +298.6% |
| 5Y | +230.2% | +97.4% | +132.9% | +200.5% |
| All | +187.4% | +134.7% | +52.7% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling