+165.3%
HIMS vs CL
+60.1%
+105.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.2% | +10.2% | +7.6% |
| 7D | -6.1% | +1.3% | -7.4% | -5.8% |
| 30D | -12.0% | +11.4% | -23.3% | -9.9% |
| 3M | -12.3% | +4.4% | -16.8% | -11.3% |
| 6M | -3.3% | +10.8% | -14.1% | -0.8% |
| YTD | -19.9% | +25.1% | -45.1% | -16.7% |
| 1Y | -37.4% | +28.0% | -65.3% | -34.7% |
| 3Y | +314.0% | +37.6% | +276.4% | +317.0% |
| 5Y | +212.1% | +39.7% | +172.4% | +213.4% |
| All | +165.3% | +60.1% | +105.3% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling