+141.5%
HIMS vs CB
+107.6%
+33.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.1% |
| 7D | -24.1% | +2.9% | -27.1% | -23.9% |
| 30D | -28.8% | +7.3% | -36.1% | -28.4% |
| 3M | -31.4% | +9.4% | -40.8% | -30.9% |
| 6M | -18.3% | +19.6% | -37.9% | -18.0% |
| YTD | -39.2% | +21.5% | -60.7% | -39.2% |
| 1Y | -45.3% | +28.0% | -73.3% | -45.6% |
| 3Y | +181.9% | +74.9% | +107.0% | +149.8% |
| All | +141.5% | +107.6% | +33.9% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling