+173.3%
HIMS vs CF
+65.2%
+108.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.6% | -19.2% | -16.3% |
| 7D | -25.6% | +4.8% | -30.3% | -25.1% |
| 30D | -38.1% | +9.7% | -47.8% | -37.5% |
| 3M | -39.8% | +1.2% | -41.0% | -39.4% |
| 6M | -32.3% | +7.4% | -39.7% | -31.9% |
| YTD | -41.1% | +60.5% | -101.6% | -50.2% |
| 1Y | -53.4% | +50.7% | -104.1% | -59.6% |
| All | +173.3% | +65.2% | +108.1% | +123.7% |
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