-37.7%
HIMS vs CF
+35.9%
-73.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.1% | +1.4% |
| 7D | -9.1% | -6.9% | -2.2% | -12.1% |
| 30D | -10.1% | -3.7% | -6.4% | -11.4% |
| 3M | -17.1% | -5.0% | -12.1% | -18.1% |
| 6M | -2.2% | -10.5% | +8.2% | -3.7% |
| YTD | -17.9% | +46.5% | -64.4% | -17.3% |
| 1Y | -37.7% | +34.8% | -72.5% | -33.4% |
| All | -37.7% | +35.9% | -73.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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