+134.1%
HIMS vs CP
+116.7%
+17.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.0% | -13.8% | -12.5% |
| 7D | -9.1% | +2.8% | -11.9% | -10.1% |
| 30D | -25.8% | +11.3% | -37.1% | -28.9% |
| 3M | -27.4% | +2.9% | -30.2% | -28.4% |
| 6M | -18.9% | +9.8% | -28.6% | -22.4% |
| YTD | -29.4% | +28.5% | -57.9% | -36.7% |
| 1Y | -44.1% | +33.5% | -77.6% | -50.7% |
| 3Y | +246.0% | +31.9% | +214.1% | +205.8% |
| 5Y | +177.1% | +25.5% | +151.6% | +148.7% |
| All | +134.1% | +116.7% | +17.4% | +99.6% |
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