+309.9%
HIMS vs CL
+31.1%
+278.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -1.4% |
| 7D | -3.9% | -2.2% | -1.7% | -5.4% |
| 30D | -12.4% | -4.8% | -7.6% | -15.1% |
| 3M | -1.1% | +4.9% | -6.0% | +3.0% |
| 6M | +68.4% | -5.7% | +74.2% | +63.9% |
| YTD | -14.7% | +14.4% | -29.0% | -5.6% |
| 1Y | -42.4% | +8.7% | -51.2% | -37.3% |
| All | +309.9% | +31.1% | +278.8% | +313.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling