+222.2%
HIMS vs CF
+227.0%
-4.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.2% |
| 7D | -3.9% | +6.0% | -9.9% | -4.2% |
| 30D | -12.4% | +14.8% | -27.3% | -13.1% |
| 3M | -1.1% | +14.1% | -15.1% | -2.0% |
| 6M | +68.4% | +28.5% | +39.9% | +59.6% |
| YTD | -14.7% | +74.9% | -89.6% | -24.7% |
| 1Y | -42.4% | +61.7% | -104.1% | -48.3% |
| 3Y | +304.5% | +80.3% | +224.2% | +254.4% |
| All | +222.2% | +227.0% | -4.8% | +150.1% |
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