+207.9%
HIMS vs CLX
-37.0%
+244.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | -2.7% | -4.9% | +2.2% | -2.2% |
| 30D | -12.2% | -15.8% | +3.6% | -10.6% |
| 3M | -3.7% | -7.9% | +4.2% | -2.9% |
| 6M | +25.9% | -19.0% | +44.9% | +28.7% |
| YTD | -14.1% | -7.9% | -6.1% | -13.9% |
| 1Y | -41.6% | -25.4% | -16.3% | -39.7% |
| 3Y | +327.3% | -35.0% | +362.3% | +344.3% |
| 5Y | +207.9% | -36.8% | +244.7% | +202.7% |
| All | +207.9% | -37.0% | +244.9% | +202.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling