+314.0%
HIMS vs CLF
-33.4%
+347.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.7% | +6.4% | +7.5% |
| 7D | -6.1% | -19.6% | +13.5% | +0.7% |
| 30D | -12.0% | -5.0% | -7.0% | -11.6% |
| 3M | -12.3% | -6.3% | -6.0% | -12.4% |
| 6M | -3.3% | +2.8% | -6.1% | -8.7% |
| YTD | -19.9% | -13.7% | -6.2% | -20.7% |
| 1Y | -37.4% | +13.6% | -51.0% | -44.5% |
| 3Y | +314.0% | -34.0% | +348.0% | +326.4% |
| All | +314.0% | -33.4% | +347.4% | +326.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling