+134.1%
HIMS vs CPB
-36.1%
+170.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -12.0% |
| 7D | -9.1% | +3.3% | -12.4% | -8.6% |
| 30D | -25.8% | +19.0% | -44.8% | -23.6% |
| 3M | -27.4% | +0.4% | -27.8% | -27.1% |
| 6M | -18.9% | +13.0% | -31.8% | -16.6% |
| YTD | -29.4% | -12.7% | -16.6% | -30.4% |
| 1Y | -44.1% | -20.9% | -23.2% | -45.6% |
| 3Y | +246.0% | -35.4% | +281.4% | +229.4% |
| 5Y | +177.1% | -32.3% | +209.3% | +170.4% |
| All | +134.1% | -36.1% | +170.2% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling