-43.3%
HIMS vs CL
+6.7%
-50.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.3% |
| 7D | -0.9% | -1.4% | +0.4% | -2.2% |
| 30D | -10.8% | -5.2% | -5.6% | -14.7% |
| 3M | +3.7% | +3.3% | +0.4% | +7.4% |
| 6M | +79.0% | -4.4% | +83.3% | +70.6% |
| YTD | -13.2% | +13.9% | -27.2% | -0.6% |
| 1Y | -43.3% | +7.6% | -50.9% | -35.5% |
| All | -43.3% | +6.7% | -50.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling