+207.9%
HIMS vs CG
+5.5%
+202.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +1.7% |
| 7D | -2.7% | -6.4% | +3.7% | +1.6% |
| 30D | -12.2% | -7.1% | -5.1% | -8.2% |
| 3M | -3.7% | -1.6% | -2.1% | -3.3% |
| 6M | +25.9% | -8.3% | +34.2% | +32.5% |
| YTD | -14.1% | -23.8% | +9.7% | +1.1% |
| 1Y | -41.6% | -28.7% | -12.9% | -28.6% |
| 3Y | +327.3% | +49.2% | +278.1% | +211.8% |
| 5Y | +207.9% | +5.5% | +202.4% | +182.7% |
| All | +207.9% | +5.5% | +202.4% | +182.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling