-49.4%
HIMS vs CME
+17.8%
-67.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.3% |
| 7D | -18.0% | +2.7% | -20.7% | -16.7% |
| 30D | -33.6% | +13.5% | -47.1% | -28.4% |
| 3M | -34.2% | +20.9% | -55.1% | -26.3% |
| 6M | -21.2% | +11.5% | -32.7% | -15.7% |
| YTD | -39.2% | +19.5% | -58.7% | -37.5% |
| 1Y | -49.4% | +17.2% | -66.7% | -47.4% |
| All | -49.4% | +17.8% | -67.3% | -47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling