-42.4%
HIMS vs CFG
+40.4%
-82.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.9% | +1.5% | -5.5% | -4.5% |
| 30D | -12.4% | -3.8% | -8.6% | -11.2% |
| 3M | -1.1% | +11.5% | -12.6% | -7.2% |
| 6M | +68.4% | +19.2% | +49.3% | +50.3% |
| YTD | -14.7% | +23.7% | -38.4% | -24.5% |
| 1Y | -42.4% | +38.8% | -81.3% | -52.2% |
| All | -42.4% | +40.4% | -82.8% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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