+184.7%
HIMS vs CRL
+110.6%
+74.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.7% | -4.6% | +1.9% | -0.9% |
| 30D | -12.2% | +0.5% | -12.7% | -12.2% |
| 3M | -3.7% | +46.6% | -50.3% | -18.3% |
| 6M | +25.9% | +57.3% | -31.4% | +2.5% |
| YTD | -14.1% | +39.5% | -53.6% | -26.8% |
| 1Y | -41.6% | +76.9% | -118.5% | -55.7% |
| 3Y | +327.3% | +39.4% | +287.9% | +248.6% |
| 5Y | +207.9% | -37.2% | +245.1% | +199.2% |
| All | +184.7% | +110.6% | +74.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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