+181.9%
HIMS vs CLBK
+54.0%
+127.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -24.1% | +0.9% | -25.0% | -24.4% |
| 30D | -28.8% | +3.4% | -32.2% | -29.7% |
| 3M | -31.4% | -4.3% | -27.1% | -30.6% |
| 6M | -18.3% | +28.4% | -46.6% | -26.4% |
| YTD | -39.2% | +59.4% | -98.6% | -50.1% |
| 1Y | -45.3% | +64.8% | -110.1% | -55.9% |
| 3Y | +181.9% | +50.6% | +131.3% | +153.4% |
| All | +181.9% | +54.0% | +127.9% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling