+207.7%
HIMS vs CSGP
-63.4%
+271.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.7% | +12.7% | +10.2% |
| 7D | -6.1% | +1.3% | -7.3% | -7.1% |
| 30D | -12.0% | +10.7% | -22.7% | -19.0% |
| 3M | -12.3% | +3.3% | -15.6% | -17.2% |
| 6M | -3.3% | -10.3% | +7.1% | -3.6% |
| YTD | -19.9% | -54.6% | +34.6% | +18.3% |
| 1Y | -37.4% | -54.6% | +17.3% | -7.8% |
| 3Y | +314.0% | -60.3% | +374.4% | +561.5% |
| All | +207.7% | -63.4% | +271.1% | +449.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling