+181.9%
HIMS vs CRL
+97.9%
+83.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -24.1% | +0.1% | -24.2% | -24.3% |
| 30D | -28.8% | +11.9% | -40.7% | -32.7% |
| 3M | -31.4% | +20.2% | -51.6% | -37.2% |
| 6M | -18.3% | +107.5% | -125.8% | -43.1% |
| YTD | -39.2% | +69.4% | -108.7% | -54.1% |
| 1Y | -45.3% | +99.7% | -145.0% | -62.2% |
| 3Y | +181.9% | +98.8% | +83.1% | +84.6% |
| All | +181.9% | +97.9% | +83.9% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling