+101.3%
HIMS vs CSGP
-48.5%
+149.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -18.0% | -6.1% | -11.9% | -16.2% |
| 30D | -33.6% | +0.3% | -33.9% | -34.8% |
| 3M | -34.2% | -1.3% | -32.9% | -35.6% |
| 6M | -21.2% | -8.9% | -12.2% | -21.3% |
| YTD | -39.2% | -55.2% | +16.0% | -19.4% |
| 1Y | -49.4% | -56.4% | +7.0% | -32.3% |
| 3Y | +189.7% | -62.2% | +251.9% | +315.0% |
| 5Y | +166.6% | -63.7% | +230.3% | +266.6% |
| All | +101.3% | -48.5% | +149.8% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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