+314.0%
HIMS vs CL
+38.3%
+275.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.2% | +10.2% | +6.6% |
| 7D | -6.1% | +1.3% | -7.4% | -5.0% |
| 30D | -12.0% | +11.4% | -23.3% | -4.6% |
| 3M | -12.3% | +4.4% | -16.8% | -9.1% |
| 6M | -3.3% | +10.8% | -14.1% | +5.8% |
| YTD | -19.9% | +25.1% | -45.1% | -4.6% |
| 1Y | -37.4% | +28.0% | -65.3% | -24.2% |
| 3Y | +314.0% | +37.6% | +276.4% | +339.7% |
| All | +314.0% | +38.3% | +275.8% | +339.7% |
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