+180.0%
HIMS vs CLBK
+62.4%
+117.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | -10.1% | +4.5% | -14.6% | -11.0% |
| 3M | -1.2% | +22.8% | -24.0% | -6.2% |
| 6M | +16.9% | +43.4% | -26.5% | +6.9% |
| YTD | -15.5% | +64.1% | -79.6% | -25.4% |
| 1Y | -42.6% | +67.6% | -110.1% | -49.8% |
| 3Y | +320.2% | +53.3% | +267.0% | +274.7% |
| 5Y | +215.0% | +44.8% | +170.2% | +179.2% |
| All | +180.0% | +62.4% | +117.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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