+101.3%
HIMS vs CG
+93.3%
+8.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -24.1% | +0.2% | -24.3% | -24.5% |
| 30D | -28.8% | +11.2% | -40.0% | -32.8% |
| 3M | -31.4% | -22.1% | -9.3% | -22.7% |
| 6M | -18.3% | -17.9% | -0.3% | -10.6% |
| YTD | -39.2% | -31.3% | -7.9% | -27.9% |
| 1Y | -45.3% | -24.0% | -21.3% | -38.3% |
| 3Y | +181.9% | +45.0% | +136.9% | +141.2% |
| 5Y | +166.6% | -22.6% | +189.3% | +169.4% |
| All | +101.3% | +93.3% | +8.1% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling