+187.4%
HIMS vs CI
+91.6%
+95.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.9% |
| 7D | -0.9% | -2.0% | +1.1% | -0.7% |
| 30D | -10.8% | -1.8% | -9.0% | -10.7% |
| 3M | +3.7% | -4.2% | +7.9% | +4.0% |
| 6M | +79.0% | +2.7% | +76.3% | +77.2% |
| YTD | -13.2% | +1.9% | -15.2% | -14.0% |
| 1Y | -43.3% | -6.3% | -37.0% | -43.3% |
| 3Y | +331.4% | +3.9% | +327.5% | +317.3% |
| 5Y | +230.2% | +41.9% | +188.4% | +208.4% |
| All | +187.4% | +91.6% | +95.9% | +159.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling