-42.4%
HIMS vs CHTR
-41.9%
-0.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.3% |
| 7D | -3.9% | -1.1% | -2.9% | -4.1% |
| 30D | -12.4% | -0.8% | -11.7% | -12.3% |
| 3M | -1.1% | +17.8% | -18.8% | +1.8% |
| 6M | +68.4% | -34.5% | +102.9% | +56.7% |
| YTD | -14.7% | -27.2% | +12.5% | -19.9% |
| 1Y | -42.4% | -41.4% | -1.0% | -44.7% |
| All | -42.4% | -41.9% | -0.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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