+181.9%
HIMS vs CLX
-6.4%
+188.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | -24.1% | +9.5% | -33.6% | -23.5% |
| 30D | -28.8% | +30.7% | -59.5% | -27.7% |
| 3M | -31.4% | +4.2% | -35.7% | -31.8% |
| 6M | -18.3% | +22.1% | -40.4% | -16.7% |
| YTD | -39.2% | +14.1% | -53.3% | -38.7% |
| 1Y | -45.3% | +10.3% | -55.6% | -44.9% |
| 3Y | +181.9% | -7.8% | +189.7% | +174.3% |
| All | +181.9% | -6.4% | +188.3% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling