+184.7%
HIMS vs CI
+93.2%
+91.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | -12.2% | +0.5% | -12.7% | -12.3% |
| 3M | -3.7% | -5.2% | +1.5% | -3.3% |
| 6M | +25.9% | +4.3% | +21.6% | +24.5% |
| YTD | -14.1% | +2.8% | -16.9% | -14.9% |
| 1Y | -41.6% | -5.8% | -35.8% | -41.7% |
| 3Y | +327.3% | +4.7% | +322.5% | +312.9% |
| 5Y | +207.9% | +42.7% | +165.3% | +187.4% |
| All | +184.7% | +93.2% | +91.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling