+95.2%
HIMS vs CP
+116.1%
-20.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.5% |
| 7D | -25.6% | +2.8% | -28.4% | -26.4% |
| 30D | -38.1% | +11.0% | -49.2% | -40.7% |
| 3M | -39.8% | +3.8% | -43.6% | -40.8% |
| 6M | -32.3% | +9.5% | -41.8% | -35.3% |
| YTD | -41.1% | +28.2% | -69.3% | -47.2% |
| 1Y | -53.4% | +33.0% | -86.4% | -58.9% |
| 3Y | +180.9% | +35.5% | +145.4% | +146.2% |
| 5Y | +138.5% | +25.8% | +112.7% | +114.2% |
| All | +95.2% | +116.1% | -20.9% | +66.6% |
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 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