+134.1%
HIMS vs CDW
+58.3%
+75.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.8% | -16.6% | -13.5% |
| 7D | -9.1% | +9.3% | -18.4% | -12.2% |
| 30D | -25.8% | +15.8% | -41.6% | -29.8% |
| 3M | -27.4% | +21.8% | -49.2% | -32.9% |
| 6M | -18.9% | +58.8% | -77.6% | -33.8% |
| YTD | -29.4% | +22.8% | -52.1% | -37.7% |
| 1Y | -44.1% | +17.9% | -62.0% | -49.8% |
| 3Y | +246.0% | -17.4% | +263.4% | +259.8% |
| 5Y | +177.1% | -5.7% | +182.8% | +173.4% |
| All | +134.1% | +58.3% | +75.8% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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