-52.0%
HIMS vs CHYM
-24.0%
-28.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | +0.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.6% |
| 30D | -10.1% | +3.0% | -13.0% | -11.1% |
| 3M | -1.2% | +98.7% | -99.9% | -25.5% |
| 6M | +16.9% | +46.4% | -29.5% | -2.1% |
| YTD | -15.5% | +29.8% | -45.3% | -27.4% |
| 1Y | -42.6% | +40.5% | -83.0% | -52.8% |
| All | -52.0% | -24.0% | -28.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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