+101.3%
HIMS vs CLBK
+57.8%
+43.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -24.1% | +0.9% | -25.0% | -24.3% |
| 30D | -28.8% | +3.4% | -32.2% | -29.4% |
| 3M | -31.4% | -4.3% | -27.1% | -30.9% |
| 6M | -18.3% | +28.4% | -46.6% | -23.5% |
| YTD | -39.2% | +59.4% | -98.6% | -46.1% |
| 1Y | -45.3% | +64.8% | -110.1% | -52.0% |
| 3Y | +181.9% | +50.6% | +131.3% | +152.1% |
| 5Y | +166.6% | +28.3% | +138.3% | +139.2% |
| All | +101.3% | +57.8% | +43.5% | +79.0% |
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