+180.0%
HIMS vs CLX
-30.5%
+210.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | -1.4% | -5.9% | +4.5% | -1.4% |
| 30D | -10.1% | -17.0% | +7.0% | -10.2% |
| 3M | -1.2% | -9.6% | +8.4% | -1.3% |
| 6M | +16.9% | -21.5% | +38.4% | +16.6% |
| YTD | -15.5% | -8.8% | -6.7% | -15.6% |
| 1Y | -42.6% | -24.7% | -17.9% | -42.7% |
| 3Y | +320.2% | -35.6% | +355.8% | +317.4% |
| 5Y | +215.0% | -37.6% | +252.7% | +205.1% |
| All | +180.0% | -30.5% | +210.5% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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