+180.0%
HIMS vs CDNS
+331.2%
-151.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -1.4% | -6.5% | +5.2% | +2.2% |
| 30D | -10.1% | -13.0% | +2.9% | -3.0% |
| 3M | -1.2% | -26.0% | +24.8% | +16.4% |
| 6M | +16.9% | -2.8% | +19.8% | +19.3% |
| YTD | -15.5% | -8.8% | -6.7% | -12.3% |
| 1Y | -42.6% | -15.8% | -26.7% | -37.8% |
| 3Y | +320.2% | +19.7% | +300.5% | +276.0% |
| 5Y | +215.0% | +70.8% | +144.3% | +135.2% |
| All | +180.0% | +331.2% | -151.2% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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