+182.8%
HIMS vs CP
+110.6%
+72.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.9% | -2.7% | -1.2% | -3.0% |
| 30D | -12.4% | +0.2% | -12.6% | -12.4% |
| 3M | -1.1% | +2.6% | -3.6% | -2.4% |
| 6M | +68.4% | +6.0% | +62.5% | +63.8% |
| YTD | -14.7% | +24.9% | -39.6% | -22.5% |
| 1Y | -42.4% | +20.1% | -62.5% | -47.0% |
| 3Y | +304.5% | +16.4% | +288.1% | +274.3% |
| 5Y | +237.5% | +31.7% | +205.8% | +202.6% |
| All | +182.8% | +110.6% | +72.1% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling