+181.2%
HIMS vs CBRE
+27.7%
+153.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +8.9% | +8.9% |
| 7D | -21.9% | -4.6% | -17.3% | -19.1% |
| 30D | -32.1% | +3.0% | -35.0% | -33.7% |
| 3M | -31.8% | -8.7% | -23.1% | -28.1% |
| 6M | -28.6% | -7.9% | -20.7% | -26.1% |
| YTD | -35.9% | -16.3% | -19.6% | -29.9% |
| 1Y | -47.6% | -13.1% | -34.5% | -44.5% |
| 3Y | +205.6% | +83.1% | +122.5% | +82.7% |
| All | +181.2% | +27.7% | +153.6% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling