+112.3%
HIMS vs CP
+116.1%
-3.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | -21.9% | -0.7% | -21.3% | -21.8% |
| 30D | -32.1% | +9.6% | -41.7% | -34.5% |
| 3M | -31.8% | +2.2% | -34.0% | -32.5% |
| 6M | -28.6% | +11.1% | -39.7% | -32.1% |
| YTD | -35.9% | +28.2% | -64.1% | -42.6% |
| 1Y | -47.6% | +32.2% | -79.8% | -53.7% |
| 3Y | +205.6% | +35.5% | +170.1% | +167.8% |
| 5Y | +170.3% | +26.8% | +143.5% | +142.3% |
| All | +112.3% | +116.1% | -3.8% | +81.2% |
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