+101.3%
HIMS vs CP
+118.0%
-16.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.5% |
| 7D | -18.0% | +0.9% | -18.9% | -18.4% |
| 30D | -33.6% | +10.3% | -43.9% | -36.2% |
| 3M | -34.2% | +2.3% | -36.5% | -34.9% |
| 6M | -21.2% | +10.7% | -31.9% | -24.8% |
| YTD | -39.2% | +29.3% | -68.5% | -45.7% |
| 1Y | -49.4% | +31.5% | -80.9% | -55.1% |
| 3Y | +189.7% | +36.7% | +153.0% | +153.1% |
| 5Y | +166.6% | +26.8% | +139.8% | +138.7% |
| All | +101.3% | +118.0% | -16.7% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling