+230.2%
HIMS vs CRL
-37.4%
+267.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.9% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | -10.8% | +5.0% | -15.8% | -12.7% |
| 3M | +3.7% | +50.6% | -46.9% | -15.7% |
| 6M | +79.0% | +60.9% | +18.0% | +38.8% |
| YTD | -13.2% | +40.7% | -54.0% | -28.6% |
| 1Y | -43.3% | +73.3% | -116.6% | -58.8% |
| 3Y | +331.4% | +40.6% | +290.8% | +235.8% |
| 5Y | +230.2% | -37.0% | +267.2% | +217.2% |
| All | +230.2% | -37.4% | +267.7% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling