+180.7%
HIMS vs CME
+75.3%
+105.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -8.2% | +5.6% | -13.8% | -8.8% |
| 3M | -4.7% | +5.6% | -10.3% | -5.5% |
| 6M | +6.3% | -8.3% | +14.6% | +7.2% |
| YTD | -15.3% | +4.3% | -19.6% | -16.5% |
| 1Y | -46.9% | +9.1% | -55.9% | -48.0% |
| 3Y | +321.3% | +52.1% | +269.2% | +288.0% |
| 5Y | +215.8% | +79.7% | +136.2% | +183.8% |
| All | +180.7% | +75.3% | +105.4% | +151.1% |
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