+101.3%
HIMS vs CLF
+59.0%
+42.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.1% |
| 7D | -18.0% | +16.0% | -34.0% | -21.0% |
| 30D | -33.6% | +1.6% | -35.2% | -34.6% |
| 3M | -34.2% | +6.7% | -40.9% | -36.3% |
| 6M | -21.2% | +21.1% | -42.3% | -27.0% |
| YTD | -39.2% | -1.6% | -37.7% | -41.4% |
| 1Y | -49.4% | +18.5% | -67.9% | -53.3% |
| 3Y | +189.7% | -21.0% | +210.7% | +175.6% |
| 5Y | +166.6% | -41.4% | +208.0% | +157.5% |
| All | +101.3% | +59.0% | +42.4% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling