-42.4%
HIMS vs CG
-24.3%
-18.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.5% |
| 7D | -3.9% | -4.3% | +0.4% | -1.6% |
| 30D | -12.4% | -5.1% | -7.4% | -10.1% |
| 3M | -1.1% | +8.7% | -9.7% | -5.5% |
| 6M | +68.4% | -9.2% | +77.7% | +74.3% |
| YTD | -14.7% | -18.9% | +4.2% | -7.8% |
| 1Y | -42.4% | -25.6% | -16.8% | -33.4% |
| All | -42.4% | -24.3% | -18.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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