-44.1%
HIMS vs CF
+47.0%
-91.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | -9.1% | -0.9% | -8.2% | -8.9% |
| 30D | -25.8% | +6.9% | -32.7% | -22.3% |
| 3M | -27.4% | +4.8% | -32.2% | -23.9% |
| 6M | -18.9% | +4.7% | -23.5% | -13.4% |
| YTD | -29.4% | +56.5% | -85.8% | -22.4% |
| All | -44.1% | +47.0% | -91.2% | -35.8% |
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