+331.4%
HIMS vs CME
+52.8%
+278.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.4% |
| 7D | -0.9% | -2.9% | +1.9% | -1.7% |
| 30D | -10.8% | +5.5% | -16.4% | -9.5% |
| 3M | +3.7% | +11.0% | -7.3% | +5.9% |
| 6M | +79.0% | -9.7% | +88.7% | +80.1% |
| YTD | -13.2% | +4.9% | -18.1% | -12.6% |
| 1Y | -43.3% | +10.1% | -53.3% | -42.6% |
| 3Y | +331.4% | +53.5% | +277.9% | +376.9% |
| All | +331.4% | +52.8% | +278.6% | +376.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling