+134.1%
HIMS vs CB
+154.2%
-20.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.3% | -11.8% |
| 7D | -9.1% | -1.5% | -7.6% | -9.1% |
| 30D | -25.8% | +6.5% | -32.3% | -25.9% |
| 3M | -27.4% | +4.1% | -31.4% | -27.4% |
| 6M | -18.9% | +14.4% | -33.3% | -19.4% |
| YTD | -29.4% | +17.5% | -46.9% | -30.1% |
| 1Y | -44.1% | +27.5% | -71.6% | -45.1% |
| 3Y | +246.0% | +71.6% | +174.4% | +223.1% |
| 5Y | +177.1% | +100.6% | +76.4% | +153.0% |
| All | +134.1% | +154.2% | -20.1% | +107.5% |
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