+207.7%
HIMS vs CF
+120.6%
+87.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.7% | +7.4% | +8.0% |
| 7D | -6.1% | -3.2% | -2.9% | -5.9% |
| 30D | -12.0% | +4.3% | -16.3% | -12.1% |
| 3M | -12.3% | +2.8% | -15.1% | -12.5% |
| 6M | -3.3% | +0.6% | -3.9% | -3.8% |
| YTD | -19.9% | +56.6% | -76.6% | -29.3% |
| 1Y | -37.4% | +49.6% | -87.0% | -44.1% |
| 3Y | +314.0% | +61.5% | +252.5% | +263.7% |
| All | +207.7% | +120.6% | +87.1% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling