-37.7%
HIMS vs CP
+35.2%
-72.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.5% |
| 7D | -9.1% | +5.6% | -14.6% | -9.4% |
| 30D | -10.1% | +10.0% | -20.2% | -10.9% |
| 3M | -17.1% | +4.4% | -21.5% | -16.9% |
| 6M | -2.2% | +14.1% | -16.3% | -4.8% |
| YTD | -17.9% | +29.1% | -46.9% | -21.2% |
| 1Y | -37.7% | +34.6% | -72.2% | -42.6% |
| All | -37.7% | +35.2% | -72.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling