+329.1%
HIMS vs CEG
+651.0%
-322.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +7.8% |
| 7D | -21.9% | +11.8% | -33.7% | -25.4% |
| 30D | -32.1% | -6.5% | -25.6% | -30.7% |
| 3M | -31.8% | -1.2% | -30.6% | -32.3% |
| 6M | -28.6% | -8.0% | -20.5% | -27.5% |
| YTD | -35.9% | -21.9% | -14.0% | -32.2% |
| 1Y | -47.6% | -21.4% | -26.2% | -44.8% |
| 3Y | +205.6% | +130.0% | +75.6% | +115.0% |
| All | +329.1% | +651.0% | -322.0% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling