+95.2%
HIMS vs CDW
+62.9%
+32.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.5% | -17.6% |
| 7D | -25.6% | +13.1% | -38.6% | -29.1% |
| 30D | -38.1% | +19.1% | -57.3% | -42.1% |
| 3M | -39.8% | +24.7% | -64.5% | -44.9% |
| 6M | -32.3% | +63.4% | -95.7% | -45.4% |
| YTD | -41.1% | +26.3% | -67.4% | -48.7% |
| 1Y | -53.4% | +20.6% | -74.0% | -58.5% |
| 3Y | +180.9% | -16.3% | +197.2% | +190.0% |
| 5Y | +138.5% | -3.9% | +142.5% | +132.8% |
| All | +95.2% | +62.9% | +32.3% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling