+101.3%
HIMS vs CRL
+157.9%
-56.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -5.0% |
| 7D | -18.0% | +8.9% | -26.9% | -20.9% |
| 30D | -33.6% | +14.0% | -47.6% | -37.3% |
| 3M | -34.2% | +19.8% | -54.0% | -39.0% |
| 6M | -21.2% | +102.0% | -123.2% | -41.7% |
| YTD | -39.2% | +70.8% | -110.1% | -52.5% |
| 1Y | -49.4% | +98.7% | -148.2% | -63.0% |
| 3Y | +189.7% | +98.2% | +91.6% | +106.1% |
| 5Y | +166.6% | -11.7% | +178.3% | +132.7% |
| All | +101.3% | +157.9% | -56.6% | +57.1% |
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