+180.7%
HIMS vs CBOE
+169.6%
+11.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.2% |
| 7D | -0.7% | -5.8% | +5.1% | -0.9% |
| 30D | -8.2% | -3.1% | -5.1% | -8.3% |
| 3M | -4.7% | -4.8% | 0.0% | -4.8% |
| 6M | +6.3% | -0.6% | +6.9% | +5.7% |
| YTD | -15.3% | +12.8% | -28.1% | -16.5% |
| 1Y | -46.9% | +19.8% | -66.6% | -47.8% |
| 3Y | +321.3% | +86.9% | +234.3% | +289.6% |
| 5Y | +215.8% | +136.5% | +79.3% | +177.7% |
| All | +180.7% | +169.6% | +11.1% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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