+182.8%
HIMS vs CG
+128.2%
+54.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | -3.9% | -4.3% | +0.4% | -1.8% |
| 30D | -12.4% | -5.1% | -7.4% | -10.4% |
| 3M | -1.1% | +8.7% | -9.7% | -5.2% |
| 6M | +68.4% | -9.2% | +77.7% | +76.2% |
| YTD | -14.7% | -18.9% | +4.2% | -6.3% |
| 1Y | -42.4% | -25.6% | -16.8% | -34.3% |
| 3Y | +304.5% | +57.3% | +247.3% | +230.8% |
| 5Y | +237.5% | +10.2% | +227.4% | +206.4% |
| All | +182.8% | +128.2% | +54.5% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling