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  • HIMS vs CL✓SelectedUSD · CLHIMS vs CL performance historyLatest closeAs of-0.40%09/04
Stock and ETF performance explorer

HIMS vs CL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+182.8%
CL return
+46.3%
Excess return
+136.5%
Maximum drawdown
-87.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLExcessAlpha
1D-0.4%-1.5%+1.1%-0.7%
7D-3.9%-2.2%-1.7%-4.3%
30D-12.4%-4.8%-7.6%-13.2%
3M-1.1%+4.9%-6.0%-0.1%
6M+68.4%-5.7%+74.2%+67.7%
YTD-14.7%+14.4%-29.0%-12.9%
1Y-42.4%+8.7%-51.2%-41.3%
3Y+304.5%+30.0%+274.5%+298.3%
5Y+237.5%+28.4%+209.2%+232.4%
All+182.8%+46.3%+136.5%+175.7%

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 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