+207.7%
HIMS vs CP
+24.4%
+183.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.7% | +9.8% | +9.0% |
| 7D | -6.1% | +2.8% | -8.8% | -7.6% |
| 30D | -12.0% | +10.2% | -22.2% | -16.8% |
| 3M | -12.3% | +2.4% | -14.7% | -13.7% |
| 6M | -3.3% | +7.7% | -10.9% | -8.5% |
| YTD | -19.9% | +26.0% | -45.9% | -31.6% |
| 1Y | -37.4% | +34.6% | -72.0% | -48.8% |
| 3Y | +314.0% | +26.7% | +287.3% | +245.0% |
| All | +207.7% | +24.4% | +183.3% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling