+134.1%
HIMS vs CL
+62.3%
+71.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.2% | -11.5% |
| 7D | -9.1% | +0.5% | -9.6% | -9.0% |
| 30D | -25.8% | +11.6% | -37.4% | -24.0% |
| 3M | -27.4% | +5.6% | -33.0% | -26.3% |
| 6M | -18.9% | +13.2% | -32.0% | -16.4% |
| YTD | -29.4% | +26.9% | -56.3% | -26.3% |
| 1Y | -44.1% | +27.3% | -71.4% | -41.6% |
| 3Y | +246.0% | +39.7% | +206.3% | +249.6% |
| 5Y | +177.1% | +41.3% | +135.7% | +179.1% |
| All | +134.1% | +62.3% | +71.7% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling