-42.4%
HIMS vs CLSK
+35.0%
-77.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -3.9% | +8.8% | -12.8% | -7.3% |
| 30D | -12.4% | -6.0% | -6.4% | -11.1% |
| 3M | -1.1% | -24.4% | +23.3% | +7.8% |
| 6M | +68.4% | +19.0% | +49.4% | +54.0% |
| YTD | -14.7% | +25.4% | -40.1% | -25.4% |
| 1Y | -42.4% | +39.8% | -82.2% | -42.6% |
| All | -42.4% | +35.0% | -77.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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