+95.2%
HIMS vs CPB
-36.9%
+132.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.8% |
| 7D | -25.6% | +2.9% | -28.4% | -25.3% |
| 30D | -38.1% | +17.6% | -55.7% | -36.4% |
| 3M | -39.8% | +2.0% | -41.8% | -39.4% |
| 6M | -32.3% | +11.6% | -44.0% | -30.6% |
| YTD | -41.1% | -13.8% | -27.3% | -42.1% |
| 1Y | -53.4% | -21.6% | -31.8% | -54.8% |
| 3Y | +180.9% | -35.8% | +216.7% | +167.0% |
| 5Y | +138.5% | -33.3% | +171.8% | +132.1% |
| All | +95.2% | -36.9% | +132.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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