+101.3%
HIMS vs CME
+102.3%
-1.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -24.1% | +3.9% | -28.1% | -24.3% |
| 30D | -28.8% | +11.3% | -40.2% | -29.4% |
| 3M | -31.4% | +19.6% | -51.0% | -32.5% |
| 6M | -18.3% | +8.1% | -26.3% | -18.8% |
| YTD | -39.2% | +20.4% | -59.6% | -40.8% |
| 1Y | -45.3% | +16.5% | -61.8% | -46.4% |
| 3Y | +181.9% | +66.4% | +115.4% | +159.4% |
| 5Y | +166.6% | +74.5% | +92.2% | +140.1% |
| All | +101.3% | +102.3% | -1.0% | +78.0% |
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