+182.8%
HIMS vs CRL
+118.3%
+64.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | -12.4% | +10.7% | -23.1% | -15.9% |
| 3M | -1.1% | +55.3% | -56.4% | -17.9% |
| 6M | +68.4% | +60.7% | +7.8% | +36.2% |
| YTD | -14.7% | +44.6% | -59.3% | -28.3% |
| 1Y | -42.4% | +77.7% | -120.1% | -56.3% |
| 3Y | +304.5% | +37.6% | +266.9% | +230.9% |
| 5Y | +237.5% | -35.8% | +273.3% | +224.2% |
| All | +182.8% | +118.3% | +64.5% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling