+306.8%
HIMS vs CEG
+666.0%
-359.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -24.1% | +12.1% | -36.2% | -27.7% |
| 30D | -28.8% | +0.2% | -29.1% | -29.4% |
| 3M | -31.4% | +0.7% | -32.1% | -32.4% |
| 6M | -18.3% | +2.2% | -20.5% | -20.6% |
| YTD | -39.2% | -20.3% | -18.9% | -36.2% |
| 1Y | -45.3% | -16.1% | -29.2% | -43.9% |
| 3Y | +181.9% | +134.7% | +47.2% | +96.7% |
| All | +306.8% | +666.0% | -359.2% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling