+180.7%
HIMS vs CRS
+791.9%
-611.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -0.7% | -6.8% | +6.0% | +1.1% |
| 30D | -8.2% | -16.1% | +7.9% | -4.0% |
| 3M | -4.7% | -21.2% | +16.5% | +1.5% |
| 6M | +6.3% | +8.7% | -2.4% | +4.2% |
| YTD | -15.3% | +41.0% | -56.2% | -22.2% |
| 1Y | -46.9% | +82.7% | -129.5% | -54.5% |
| 3Y | +321.3% | +604.8% | -283.5% | +183.7% |
| 5Y | +215.8% | +1,384.7% | -1,168.8% | +92.5% |
| All | +180.7% | +791.9% | -611.2% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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