+230.2%
HIMS vs CPRT
-9.0%
+239.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +4.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.6% |
| 30D | -10.8% | +9.9% | -20.7% | -16.9% |
| 3M | +3.7% | +5.6% | -2.0% | -2.0% |
| 6M | +79.0% | -13.6% | +92.6% | +95.7% |
| YTD | -13.2% | -16.7% | +3.5% | -3.5% |
| 1Y | -43.3% | -33.1% | -10.1% | -24.2% |
| 3Y | +331.4% | -27.1% | +358.4% | +447.6% |
| 5Y | +230.2% | -9.9% | +240.1% | +217.0% |
| All | +230.2% | -9.0% | +239.2% | +217.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling