+95.2%
HIMS vs CNH
+42.4%
+52.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.4% | -12.2% | -15.3% |
| 7D | -25.6% | +4.5% | -30.1% | -26.7% |
| 30D | -38.1% | +7.6% | -45.8% | -39.7% |
| 3M | -39.8% | +17.0% | -56.8% | -43.6% |
| 6M | -32.3% | +12.9% | -45.3% | -36.4% |
| YTD | -41.1% | +34.3% | -75.3% | -48.5% |
| 1Y | -53.4% | +28.5% | -81.9% | -58.8% |
| 3Y | +180.9% | +31.9% | +149.1% | +152.5% |
| 5Y | +138.5% | -9.6% | +148.1% | +132.8% |
| All | +95.2% | +42.4% | +52.8% | +82.5% |
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