+314.0%
HIMS vs CB
+71.5%
+242.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.8% | +7.1% |
| 7D | -6.1% | +0.2% | -6.3% | -5.9% |
| 30D | -12.0% | +9.1% | -21.0% | -7.6% |
| 3M | -12.3% | +3.4% | -15.8% | -9.9% |
| 6M | -3.3% | +14.1% | -17.4% | +4.5% |
| YTD | -19.9% | +18.0% | -37.9% | -12.2% |
| 1Y | -37.4% | +30.1% | -67.5% | -29.3% |
| 3Y | +314.0% | +71.8% | +242.2% | +404.3% |
| All | +314.0% | +71.5% | +242.5% | +404.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling