+182.8%
HIMS vs CLX
-27.1%
+209.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.9% | -9.2% | +5.3% | -4.0% |
| 30D | -12.4% | -11.0% | -1.4% | -12.6% |
| 3M | -1.1% | +5.0% | -6.1% | -0.8% |
| 6M | +68.4% | -18.8% | +87.3% | +68.0% |
| YTD | -14.7% | -4.4% | -10.3% | -14.7% |
| 1Y | -42.4% | -21.9% | -20.6% | -42.5% |
| 3Y | +304.5% | -32.8% | +337.3% | +302.0% |
| 5Y | +237.5% | -34.6% | +272.1% | +227.1% |
| All | +182.8% | -27.1% | +209.9% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling