+101.3%
HIMS vs CF
+199.0%
-97.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | +4.8% | -28.9% | -24.4% |
| 30D | -28.8% | +4.7% | -33.5% | -29.1% |
| 3M | -31.4% | +7.4% | -38.8% | -32.0% |
| 6M | -18.3% | +0.6% | -18.9% | -18.7% |
| YTD | -39.2% | +64.1% | -103.3% | -45.6% |
| 1Y | -45.3% | +51.4% | -96.7% | -50.2% |
| 3Y | +181.9% | +67.8% | +114.1% | +151.4% |
| 5Y | +166.6% | +114.1% | +52.5% | +126.4% |
| All | +101.3% | +199.0% | -97.6% | +56.9% |
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