+331.4%
HIMS vs CDNS
+17.7%
+313.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.5% |
| 7D | -0.9% | -9.2% | +8.3% | +5.1% |
| 30D | -10.8% | -16.3% | +5.4% | -0.4% |
| 3M | +3.7% | -27.9% | +31.6% | +27.0% |
| 6M | +79.0% | -4.3% | +83.3% | +84.4% |
| YTD | -13.2% | -9.1% | -4.1% | -9.4% |
| 1Y | -43.3% | -21.2% | -22.0% | -35.2% |
| 3Y | +331.4% | +19.4% | +312.0% | +291.3% |
| All | +331.4% | +17.7% | +313.7% | +291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling