+309.9%
HIMS vs CDW
-25.0%
+335.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -3.9% | +3.2% | -7.1% | -5.3% |
| 30D | -12.4% | +9.3% | -21.7% | -16.1% |
| 3M | -1.1% | +9.8% | -10.9% | -7.1% |
| 6M | +68.4% | +23.3% | +45.1% | +42.6% |
| YTD | -14.7% | +13.7% | -28.3% | -24.3% |
| 1Y | -42.4% | -6.5% | -35.9% | -41.0% |
| All | +309.9% | -25.0% | +335.0% | +360.3% |
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