+184.7%
HIMS vs CBRE
+155.2%
+29.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.3% |
| 30D | -12.2% | -3.0% | -9.2% | -11.5% |
| 3M | -3.7% | +2.6% | -6.4% | -5.5% |
| 6M | +25.9% | +2.0% | +23.9% | +24.0% |
| YTD | -14.1% | -13.1% | -0.9% | -10.5% |
| 1Y | -41.6% | -13.8% | -27.8% | -39.0% |
| 3Y | +327.3% | +63.9% | +263.4% | +265.8% |
| 5Y | +207.9% | +42.3% | +165.6% | +165.9% |
| All | +184.7% | +155.2% | +29.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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