-37.7%
HIMS vs CG
-14.1%
-23.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +1.3% |
| 7D | -9.1% | +9.4% | -18.5% | -13.6% |
| 30D | -10.1% | +8.7% | -18.9% | -14.4% |
| 3M | -17.1% | -15.0% | -2.1% | -9.8% |
| 6M | -2.2% | -13.2% | +11.0% | +4.5% |
| YTD | -17.9% | -26.2% | +8.3% | -8.1% |
| 1Y | -37.7% | -14.1% | -23.6% | -41.8% |
| All | -37.7% | -14.1% | -23.6% | -41.8% |
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