+327.3%
HIMS vs CLX
-35.1%
+362.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -1.0% |
| 7D | -2.7% | -4.9% | +2.2% | -2.9% |
| 30D | -12.2% | -15.8% | +3.6% | -12.9% |
| 3M | -3.7% | -7.9% | +4.2% | -3.9% |
| 6M | +25.9% | -19.0% | +44.9% | +24.5% |
| YTD | -14.1% | -7.9% | -6.1% | -14.2% |
| 1Y | -41.6% | -25.4% | -16.3% | -42.2% |
| All | +327.3% | -35.1% | +362.4% | +273.5% |
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