-37.7%
HIMS vs CLF
+12.5%
-50.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +12.9% | +5.6% |
| 7D | -9.1% | -7.9% | -1.2% | -7.7% |
| 30D | -10.1% | +5.2% | -15.4% | -12.0% |
| 3M | -17.1% | +4.3% | -21.4% | -19.2% |
| 6M | -2.2% | +25.3% | -27.5% | -11.6% |
| YTD | -17.9% | -3.3% | -14.6% | -19.1% |
| 1Y | -37.7% | +20.2% | -57.9% | -48.2% |
| All | -37.7% | +12.5% | -50.2% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling