+101.3%
HIMS vs CME
+100.7%
+0.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -18.0% | +2.7% | -20.7% | -18.2% |
| 30D | -33.6% | +13.5% | -47.1% | -34.3% |
| 3M | -34.2% | +20.9% | -55.1% | -35.3% |
| 6M | -21.2% | +11.5% | -32.7% | -22.1% |
| YTD | -39.2% | +19.5% | -58.7% | -40.8% |
| 1Y | -49.4% | +17.2% | -66.7% | -50.6% |
| 3Y | +189.7% | +65.1% | +124.6% | +166.8% |
| 5Y | +166.6% | +73.1% | +93.5% | +140.3% |
| All | +101.3% | +100.7% | +0.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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