+101.3%
HIMS vs CPRT
+57.2%
+44.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.9% |
| 7D | -18.0% | -1.5% | -16.5% | -17.5% |
| 30D | -33.6% | +21.3% | -54.9% | -40.1% |
| 3M | -34.2% | +10.4% | -44.5% | -38.1% |
| 6M | -21.2% | -4.3% | -16.9% | -21.3% |
| YTD | -39.2% | -18.3% | -21.0% | -34.6% |
| 1Y | -49.4% | -22.5% | -26.9% | -44.2% |
| 3Y | +189.7% | -34.3% | +224.1% | +261.9% |
| 5Y | +166.6% | -17.8% | +184.4% | +181.4% |
| All | +101.3% | +57.2% | +44.1% | +95.6% |
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