+210.1%
HIMS vs CLBK
+43.5%
+166.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -1.5% | +0.7% | -0.3% |
| 30D | -8.2% | -1.0% | -7.2% | -7.9% |
| 3M | -4.7% | +22.9% | -27.6% | -10.8% |
| 6M | +6.3% | +44.2% | -37.9% | -5.4% |
| YTD | -15.3% | +64.0% | -79.2% | -27.9% |
| 1Y | -46.9% | +65.7% | -112.5% | -55.1% |
| 3Y | +321.3% | +54.1% | +267.2% | +263.8% |
| All | +210.1% | +43.5% | +166.7% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling