+314.0%
HIMS vs CF
+57.7%
+256.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +8.1% |
| 7D | -6.1% | -3.2% | -2.9% | -6.1% |
| 30D | -12.0% | +4.3% | -16.3% | -11.4% |
| 3M | -12.3% | +2.8% | -15.1% | -11.8% |
| 6M | -3.3% | +0.6% | -3.9% | -2.7% |
| YTD | -19.9% | +56.6% | -76.6% | -32.2% |
| 1Y | -37.4% | +49.6% | -87.0% | -46.0% |
| 3Y | +314.0% | +61.5% | +252.5% | +246.4% |
| All | +314.0% | +57.7% | +256.3% | +246.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling