+184.7%
HIMS vs CDW
+36.9%
+147.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -2.7% | -4.2% | +1.5% | -1.4% |
| 30D | -12.2% | +4.9% | -17.0% | -13.8% |
| 3M | -3.7% | +7.3% | -11.0% | -8.0% |
| 6M | +25.9% | +19.2% | +6.7% | +13.1% |
| YTD | -14.1% | +6.2% | -20.3% | -19.6% |
| 1Y | -41.6% | -14.0% | -27.6% | -40.4% |
| 3Y | +327.3% | -30.0% | +357.2% | +373.7% |
| 5Y | +207.9% | -23.6% | +231.5% | +224.1% |
| All | +184.7% | +36.9% | +147.8% | +187.2% |
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