+180.7%
HIMS vs CMI
+295.9%
-115.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.4% |
| 30D | -8.2% | -12.4% | +4.2% | -2.3% |
| 3M | -4.7% | -14.8% | +10.1% | +2.7% |
| 6M | +6.3% | +0.8% | +5.5% | +5.3% |
| YTD | -15.3% | +10.2% | -25.5% | -20.0% |
| 1Y | -46.9% | +37.4% | -84.3% | -54.7% |
| 3Y | +321.3% | +153.3% | +168.0% | +193.2% |
| 5Y | +215.8% | +167.6% | +48.2% | +114.2% |
| All | +180.7% | +295.9% | -115.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling