-53.4%
HIMS vs CF
+50.8%
-104.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -15.1% |
| 7D | -25.6% | +4.8% | -30.3% | -22.9% |
| 30D | -38.1% | +9.7% | -47.8% | -34.0% |
| 3M | -39.8% | +1.2% | -41.0% | -38.0% |
| 6M | -32.3% | +7.4% | -39.7% | -26.5% |
| YTD | -41.1% | +60.5% | -101.6% | -34.2% |
| 1Y | -53.4% | +50.7% | -104.1% | -45.5% |
| All | -53.4% | +50.8% | -104.2% | -45.5% |
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