+112.3%
HIMS vs CB
+159.0%
-46.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.8% |
| 7D | -21.9% | -1.0% | -20.9% | -21.9% |
| 30D | -32.1% | +7.3% | -39.4% | -32.1% |
| 3M | -31.8% | +7.0% | -38.8% | -31.8% |
| 6M | -28.6% | +16.3% | -44.9% | -29.1% |
| YTD | -35.9% | +19.7% | -55.6% | -36.6% |
| 1Y | -47.6% | +27.8% | -75.4% | -48.5% |
| 3Y | +205.6% | +72.0% | +133.6% | +186.0% |
| 5Y | +170.3% | +104.9% | +65.4% | +146.7% |
| All | +112.3% | +159.0% | -46.7% | +88.2% |
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