+309.9%
HIMS vs CMS
+35.9%
+274.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.9% | +0.4% | -4.3% | -3.8% |
| 30D | -12.4% | -3.6% | -8.8% | -12.9% |
| 3M | -1.1% | -1.9% | +0.8% | -1.8% |
| 6M | +68.4% | -11.0% | +79.4% | +67.1% |
| YTD | -14.7% | +0.2% | -14.9% | -15.5% |
| 1Y | -42.4% | -1.3% | -41.1% | -42.7% |
| All | +309.9% | +35.9% | +274.1% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling