+207.9%
HIMS vs CME
+76.2%
+131.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | -12.2% | +4.7% | -16.9% | -12.8% |
| 3M | -3.7% | +7.8% | -11.6% | -5.3% |
| 6M | +25.9% | -11.0% | +36.9% | +29.0% |
| YTD | -14.1% | +4.0% | -18.1% | -16.1% |
| 1Y | -41.6% | +9.1% | -50.7% | -43.9% |
| 3Y | +327.3% | +52.3% | +275.0% | +259.8% |
| 5Y | +207.9% | +76.1% | +131.9% | +136.8% |
| All | +207.9% | +76.2% | +131.7% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling