+187.4%
HIMS vs CRS
+822.8%
-635.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.6% |
| 7D | -0.9% | -3.1% | +2.1% | -0.2% |
| 30D | -10.8% | -19.6% | +8.8% | -5.7% |
| 3M | +3.7% | -8.1% | +11.8% | +6.2% |
| 6M | +79.0% | +18.6% | +60.4% | +71.9% |
| YTD | -13.2% | +45.9% | -59.1% | -21.1% |
| 1Y | -43.3% | +82.5% | -125.7% | -51.4% |
| 3Y | +331.4% | +648.9% | -317.5% | +186.8% |
| 5Y | +230.2% | +1,438.1% | -1,207.9% | +99.5% |
| All | +187.4% | +822.8% | -635.4% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling