+182.8%
HIMS vs CDNS
+342.9%
-160.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +1.8% |
| 7D | -3.9% | -14.0% | +10.1% | +4.2% |
| 30D | -12.4% | -13.2% | +0.7% | -5.4% |
| 3M | -1.1% | -28.9% | +27.8% | +19.1% |
| 6M | +68.4% | -4.2% | +72.6% | +73.2% |
| YTD | -14.7% | -6.4% | -8.3% | -12.7% |
| 1Y | -42.4% | -16.2% | -26.2% | -37.5% |
| 3Y | +304.5% | +20.2% | +284.3% | +261.1% |
| 5Y | +237.5% | +76.6% | +160.9% | +148.2% |
| All | +182.8% | +342.9% | -160.1% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling