+184.7%
HIMS vs CPRT
+57.4%
+127.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -12.2% | +8.2% | -20.4% | -15.7% |
| 3M | -3.7% | +2.3% | -6.0% | -5.8% |
| 6M | +25.9% | -14.7% | +40.6% | +34.7% |
| YTD | -14.1% | -18.2% | +4.1% | -6.7% |
| 1Y | -41.6% | -33.4% | -8.3% | -29.3% |
| 3Y | +327.3% | -28.3% | +355.6% | +416.9% |
| 5Y | +207.9% | -9.8% | +217.8% | +222.2% |
| All | +184.7% | +57.4% | +127.3% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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