+182.8%
HIMS vs CME
+78.1%
+104.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | -12.4% | +6.2% | -18.7% | -13.0% |
| 3M | -1.1% | +10.4% | -11.5% | -2.5% |
| 6M | +68.4% | -9.5% | +78.0% | +70.5% |
| YTD | -14.7% | +6.0% | -20.7% | -16.0% |
| 1Y | -42.4% | +9.3% | -51.7% | -43.6% |
| 3Y | +304.5% | +57.7% | +246.9% | +270.6% |
| 5Y | +237.5% | +77.7% | +159.8% | +203.6% |
| All | +182.8% | +78.1% | +104.6% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling