+95.2%
HIMS vs CME
+96.7%
-1.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -16.7% |
| 7D | -25.6% | +1.7% | -27.2% | -25.7% |
| 30D | -38.1% | +10.2% | -48.3% | -38.6% |
| 3M | -39.8% | +17.8% | -57.6% | -40.7% |
| 6M | -32.3% | +11.0% | -43.3% | -33.2% |
| YTD | -41.1% | +17.0% | -58.1% | -42.5% |
| 1Y | -53.4% | +15.8% | -69.2% | -54.4% |
| 3Y | +180.9% | +61.8% | +119.1% | +159.0% |
| 5Y | +138.5% | +72.5% | +66.0% | +115.0% |
| All | +95.2% | +96.7% | -1.5% | +72.9% |
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 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