+210.1%
HIMS vs CLF
-48.8%
+258.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | -0.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.4% |
| 30D | -8.2% | -1.6% | -6.7% | -8.1% |
| 3M | -4.7% | -12.0% | +7.3% | -2.1% |
| 6M | +6.3% | +30.0% | -23.7% | -5.3% |
| YTD | -15.3% | -9.2% | -6.1% | -15.9% |
| 1Y | -46.9% | +2.3% | -49.1% | -50.3% |
| 3Y | +321.3% | -14.4% | +335.7% | +292.1% |
| All | +210.1% | -48.8% | +258.9% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling