+134.1%
HIMS vs CF
+185.1%
-51.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | -9.1% | -0.9% | -8.2% | -9.1% |
| 30D | -25.8% | +6.9% | -32.7% | -26.3% |
| 3M | -27.4% | +4.8% | -32.2% | -27.8% |
| 6M | -18.9% | +4.7% | -23.5% | -19.9% |
| YTD | -29.4% | +56.5% | -85.8% | -36.5% |
| 1Y | -44.1% | +48.4% | -92.5% | -49.2% |
| 3Y | +246.0% | +59.1% | +186.9% | +209.9% |
| 5Y | +177.1% | +109.5% | +67.5% | +135.2% |
| All | +134.1% | +185.1% | -51.0% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling