+134.1%
HIMS vs CFG
+139.9%
-5.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.9% | -14.7% | -12.7% |
| 7D | -9.1% | +0.3% | -9.4% | -9.2% |
| 30D | -25.8% | +3.2% | -29.0% | -26.6% |
| 3M | -27.4% | -9.7% | -17.7% | -25.3% |
| 6M | -18.9% | +3.6% | -22.5% | -20.4% |
| YTD | -29.4% | +14.7% | -44.0% | -32.9% |
| 1Y | -44.1% | +29.6% | -73.7% | -48.9% |
| 3Y | +246.0% | +190.6% | +55.4% | +161.0% |
| 5Y | +177.1% | +67.1% | +110.0% | +129.3% |
| All | +134.1% | +139.9% | -5.8% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling