+184.7%
HIMS vs CHRW
+104.2%
+80.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.7% | +4.1% | -6.8% | -3.3% |
| 30D | -12.2% | +1.9% | -14.1% | -12.5% |
| 3M | -3.7% | -21.2% | +17.4% | -0.3% |
| 6M | +25.9% | -16.7% | +42.6% | +28.8% |
| YTD | -14.1% | -5.4% | -8.7% | -14.0% |
| 1Y | -41.6% | +21.2% | -62.8% | -44.2% |
| 3Y | +327.3% | +86.5% | +240.8% | +272.3% |
| 5Y | +207.9% | +93.0% | +114.9% | +176.4% |
| All | +184.7% | +104.2% | +80.5% | +152.1% |
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