-44.1%
HIMS vs CB
+28.5%
-72.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.3% | -12.2% |
| 7D | -9.1% | -1.5% | -7.6% | -10.5% |
| 30D | -25.8% | +6.5% | -32.3% | -20.6% |
| 3M | -27.4% | +4.1% | -31.4% | -23.1% |
| 6M | -18.9% | +14.4% | -33.3% | -5.7% |
| YTD | -29.4% | +17.5% | -46.9% | -16.7% |
| All | -44.1% | +28.5% | -72.6% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling