-37.7%
HIMS vs CGNX
+31.4%
-69.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.7% | +12.4% | +5.8% |
| 7D | -9.1% | -9.2% | +0.1% | -7.1% |
| 30D | -10.1% | -17.6% | +7.4% | -6.2% |
| 3M | -17.1% | -25.7% | +8.6% | -11.4% |
| 6M | -2.2% | -5.5% | +3.3% | -0.4% |
| YTD | -17.9% | +48.1% | -66.0% | -28.6% |
| 1Y | -37.7% | +33.5% | -71.2% | -38.6% |
| All | -37.7% | +31.4% | -69.1% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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