-42.4%
HIMS vs CEG
-3.0%
-39.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.9% |
| 7D | -3.9% | +8.0% | -11.9% | -6.2% |
| 30D | -12.4% | +12.9% | -25.4% | -15.5% |
| 3M | -1.1% | +13.2% | -14.2% | -4.6% |
| 6M | +68.4% | -7.0% | +75.4% | +69.5% |
| YTD | -14.7% | -15.0% | +0.3% | -10.2% |
| 1Y | -42.4% | -2.7% | -39.7% | -37.0% |
| All | -42.4% | -3.0% | -39.4% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling