+220.3%
HIMS vs CHD
+21.3%
+199.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.1% |
| 7D | -2.7% | -4.2% | +1.4% | -3.1% |
| 30D | -12.2% | -7.6% | -4.6% | -12.8% |
| 3M | -3.7% | -1.6% | -2.1% | -3.8% |
| 6M | +25.9% | -6.3% | +32.2% | +26.2% |
| YTD | -14.1% | +14.6% | -28.7% | -13.4% |
| 1Y | -41.6% | +1.6% | -43.2% | -41.2% |
| 3Y | +327.3% | +3.1% | +324.1% | +317.9% |
| All | +220.3% | +21.3% | +199.1% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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