+314.0%
HIMS vs CP
+26.5%
+287.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +8.8% |
| 7D | -6.1% | +2.8% | -8.8% | -7.3% |
| 30D | -12.0% | +10.2% | -22.2% | -16.0% |
| 3M | -12.3% | +2.4% | -14.7% | -13.4% |
| 6M | -3.3% | +7.7% | -10.9% | -7.7% |
| YTD | -19.9% | +26.0% | -45.9% | -30.3% |
| 1Y | -37.4% | +34.6% | -72.0% | -47.7% |
| 3Y | +314.0% | +26.7% | +287.3% | +268.6% |
| All | +314.0% | +26.5% | +287.5% | +268.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling