+101.3%
HIMS vs CDNS
+388.7%
-287.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.7% |
| 7D | -24.1% | +1.0% | -25.1% | -24.9% |
| 30D | -28.8% | -2.0% | -26.9% | -28.5% |
| 3M | -31.4% | -0.2% | -31.2% | -31.9% |
| 6M | -18.3% | -8.9% | -9.4% | -15.0% |
| YTD | -39.2% | +3.3% | -42.6% | -41.6% |
| 1Y | -45.3% | +2.2% | -47.5% | -47.1% |
| 3Y | +181.9% | +22.4% | +159.5% | +146.0% |
| 5Y | +166.6% | +78.0% | +88.6% | +87.7% |
| All | +101.3% | +388.7% | -287.4% | +27.3% |
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