+210.1%
HIMS vs CRH
+93.9%
+116.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.3% |
| 7D | -0.7% | -6.1% | +5.3% | +2.7% |
| 30D | -8.2% | -9.3% | +1.1% | -3.2% |
| 3M | -4.7% | -15.2% | +10.5% | +4.2% |
| 6M | +6.3% | -14.2% | +20.5% | +15.2% |
| YTD | -15.3% | -28.3% | +13.0% | +0.6% |
| 1Y | -46.9% | -21.8% | -25.1% | -40.3% |
| 3Y | +321.3% | +71.6% | +249.7% | +206.0% |
| All | +210.1% | +93.9% | +116.3% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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