+180.0%
HIMS vs CHTR
-66.9%
+246.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.4% |
| 7D | -1.4% | -7.1% | +5.8% | -0.4% |
| 30D | -10.1% | -10.9% | +0.8% | -8.8% |
| 3M | -1.2% | +2.0% | -3.2% | -2.8% |
| 6M | +16.9% | -35.9% | +52.8% | +23.6% |
| YTD | -15.5% | -32.7% | +17.2% | -13.0% |
| 1Y | -42.6% | -46.6% | +4.0% | -37.4% |
| 3Y | +320.2% | -66.7% | +386.9% | +411.4% |
| 5Y | +215.0% | -82.1% | +297.2% | +302.7% |
| All | +180.0% | -66.9% | +246.9% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling