+314.0%
HIMS vs CSGP
-60.4%
+374.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.7% | +12.7% | +9.8% |
| 7D | -6.1% | +1.3% | -7.3% | -6.9% |
| 30D | -12.0% | +10.7% | -22.7% | -17.9% |
| 3M | -12.3% | +3.3% | -15.6% | -16.4% |
| 6M | -3.3% | -10.3% | +7.1% | -2.8% |
| YTD | -19.9% | -54.6% | +34.6% | +19.0% |
| 1Y | -37.4% | -54.6% | +17.3% | -7.2% |
| 3Y | +314.0% | -60.3% | +374.4% | +571.5% |
| All | +314.0% | -60.4% | +374.4% | +571.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling