+101.3%
HIMS vs CNH
+39.1%
+62.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.2% | -1.0% | -3.9% |
| 7D | -18.0% | +6.4% | -24.4% | -19.7% |
| 30D | -33.6% | -1.6% | -31.9% | -33.4% |
| 3M | -34.2% | +11.6% | -45.7% | -37.4% |
| 6M | -21.2% | +12.5% | -33.7% | -25.9% |
| YTD | -39.2% | +31.1% | -70.3% | -46.5% |
| 1Y | -49.4% | +17.0% | -66.4% | -53.7% |
| 3Y | +189.7% | +28.7% | +161.0% | +162.4% |
| 5Y | +166.6% | -17.4% | +184.0% | +164.7% |
| All | +101.3% | +39.1% | +62.3% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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