+210.1%
HIMS vs CHTR
-81.7%
+291.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -0.4% |
| 7D | -0.7% | -4.1% | +3.4% | -0.1% |
| 30D | -8.2% | -3.0% | -5.2% | -8.1% |
| 3M | -4.7% | +4.8% | -9.5% | -6.9% |
| 6M | +6.3% | -35.0% | +41.3% | +13.3% |
| YTD | -15.3% | -30.2% | +14.9% | -13.0% |
| 1Y | -46.9% | -44.8% | -2.1% | -41.4% |
| 3Y | +321.3% | -66.6% | +387.8% | +443.8% |
| All | +210.1% | -81.7% | +291.8% | +369.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling