+180.7%
HIMS vs CGNX
+36.2%
+144.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -1.3% |
| 7D | -0.7% | +3.2% | -3.9% | -1.9% |
| 30D | -8.2% | +6.0% | -14.2% | -10.6% |
| 3M | -4.7% | +3.5% | -8.3% | -6.2% |
| 6M | +6.3% | +26.3% | -20.0% | -3.1% |
| YTD | -15.3% | +79.2% | -94.5% | -35.5% |
| 1Y | -46.9% | +43.8% | -90.6% | -55.7% |
| 3Y | +321.3% | +52.0% | +269.3% | +229.8% |
| 5Y | +215.8% | -24.0% | +239.9% | +197.6% |
| All | +180.7% | +36.2% | +144.5% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling