+246.0%
HIMS vs CDW
-18.4%
+264.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.8% | -16.6% | -13.8% |
| 7D | -9.1% | +9.3% | -18.4% | -12.7% |
| 30D | -25.8% | +15.8% | -41.6% | -30.3% |
| 3M | -27.4% | +21.8% | -49.2% | -33.8% |
| 6M | -18.9% | +58.8% | -77.6% | -37.8% |
| YTD | -29.4% | +22.8% | -52.1% | -39.8% |
| 1Y | -44.1% | +17.9% | -62.0% | -50.8% |
| 3Y | +246.0% | -17.4% | +263.4% | +269.3% |
| All | +246.0% | -18.4% | +264.4% | +269.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling