+165.3%
HIMS vs CMS
+40.3%
+125.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.3% | +9.4% | +8.0% |
| 7D | -6.1% | -0.5% | -5.6% | -6.1% |
| 30D | -12.0% | +7.2% | -19.2% | -11.9% |
| 3M | -12.3% | -1.3% | -11.1% | -12.3% |
| 6M | -3.3% | -4.3% | +1.0% | -3.3% |
| YTD | -19.9% | +2.1% | -22.0% | -20.2% |
| 1Y | -37.4% | -0.6% | -36.8% | -37.5% |
| 3Y | +314.0% | +38.0% | +276.0% | +305.0% |
| 5Y | +212.1% | +33.6% | +178.5% | +206.6% |
| All | +165.3% | +40.3% | +125.0% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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