+210.1%
HIMS vs CRS
+1,363.4%
-1,153.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -0.7% | -6.8% | +6.0% | +2.3% |
| 30D | -8.2% | -16.1% | +7.9% | -1.1% |
| 3M | -4.7% | -21.2% | +16.5% | +5.8% |
| 6M | +6.3% | +8.7% | -2.4% | +2.0% |
| YTD | -15.3% | +41.0% | -56.2% | -27.7% |
| 1Y | -46.9% | +82.7% | -129.5% | -60.1% |
| 3Y | +321.3% | +604.8% | -283.5% | +89.3% |
| All | +210.1% | +1,363.4% | -1,153.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling