+187.4%
HIMS vs CLF
+49.5%
+138.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.0% |
| 7D | -0.9% | +6.5% | -7.4% | -2.5% |
| 30D | -10.8% | +0.2% | -11.1% | -11.1% |
| 3M | +3.7% | -3.1% | +6.8% | +3.2% |
| 6M | +79.0% | +25.0% | +53.9% | +66.6% |
| YTD | -13.2% | -7.5% | -5.8% | -13.8% |
| 1Y | -43.3% | +11.5% | -54.8% | -46.5% |
| 3Y | +331.4% | -13.7% | +345.1% | +312.2% |
| 5Y | +230.2% | -47.0% | +277.2% | +228.8% |
| All | +187.4% | +49.5% | +138.0% | +162.8% |
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