+465.8%
HIMS vs CEG
+681.8%
-216.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -10.1% | +2.9% | -13.0% | -11.0% |
| 3M | -1.2% | +18.2% | -19.4% | -7.5% |
| 6M | +16.9% | -9.5% | +26.5% | +19.6% |
| YTD | -15.5% | -18.7% | +3.2% | -10.9% |
| 1Y | -42.6% | -10.1% | -32.4% | -41.9% |
| 3Y | +320.2% | +168.3% | +151.9% | +186.3% |
| All | +465.8% | +681.8% | -216.0% | +258.3% |
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