+101.3%
HIMS vs CBRE
+142.1%
-40.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.6% |
| 7D | -18.0% | -2.8% | -15.2% | -17.0% |
| 30D | -33.6% | +2.2% | -35.8% | -34.2% |
| 3M | -34.2% | -10.1% | -24.1% | -31.7% |
| 6M | -21.2% | -8.0% | -13.2% | -19.4% |
| YTD | -39.2% | -17.6% | -21.7% | -35.5% |
| 1Y | -49.4% | -14.7% | -34.7% | -47.0% |
| 3Y | +189.7% | +80.4% | +109.4% | +143.1% |
| 5Y | +166.6% | +25.9% | +140.7% | +135.6% |
| All | +101.3% | +142.1% | -40.8% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling