+181.9%
HIMS vs CB
+74.1%
+107.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.6% |
| 7D | -24.1% | +2.9% | -27.1% | -22.8% |
| 30D | -28.8% | +7.3% | -36.1% | -25.9% |
| 3M | -31.4% | +9.4% | -40.8% | -27.4% |
| 6M | -18.3% | +19.6% | -37.9% | -9.6% |
| YTD | -39.2% | +21.5% | -60.7% | -32.2% |
| 1Y | -45.3% | +28.0% | -73.3% | -38.0% |
| 3Y | +181.9% | +74.9% | +107.0% | +245.7% |
| All | +181.9% | +74.1% | +107.7% | +245.7% |
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