+134.1%
HIMS vs CSGP
-46.5%
+180.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.3% | -14.0% | -12.6% |
| 7D | -9.1% | -1.8% | -7.3% | -8.7% |
| 30D | -25.8% | +5.3% | -31.1% | -28.6% |
| 3M | -27.4% | +3.3% | -30.7% | -30.3% |
| 6M | -18.9% | -4.7% | -14.2% | -20.5% |
| YTD | -29.4% | -53.5% | +24.2% | -7.7% |
| 1Y | -44.1% | -53.7% | +9.6% | -27.0% |
| 3Y | +246.0% | -59.7% | +305.8% | +383.7% |
| 5Y | +177.1% | -62.5% | +239.5% | +275.4% |
| All | +134.1% | -46.5% | +180.6% | +208.6% |
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