+101.3%
HIMS vs CHRW
+82.4%
+18.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.5% | -5.7% | -5.3% |
| 7D | -18.0% | +4.7% | -22.7% | -18.6% |
| 30D | -33.6% | -2.6% | -31.0% | -33.5% |
| 3M | -34.2% | -8.0% | -26.2% | -33.8% |
| 6M | -21.2% | -19.0% | -2.2% | -19.6% |
| YTD | -39.2% | -15.5% | -23.8% | -38.5% |
| 1Y | -49.4% | -10.8% | -38.6% | -49.3% |
| 3Y | +189.7% | +79.8% | +109.9% | +151.3% |
| 5Y | +166.6% | +59.3% | +107.3% | +142.3% |
| All | +101.3% | +82.4% | +18.9% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling