+222.2%
HIMS vs CSGP
-64.7%
+286.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.9% |
| 7D | -3.9% | -4.1% | +0.1% | -1.9% |
| 30D | -12.4% | +2.3% | -14.8% | -14.2% |
| 3M | -1.1% | -8.2% | +7.1% | +1.2% |
| 6M | +68.4% | -35.1% | +103.5% | +110.2% |
| YTD | -14.7% | -54.0% | +39.4% | +28.5% |
| 1Y | -42.4% | -65.3% | +22.9% | +3.6% |
| 3Y | +304.5% | -62.6% | +367.1% | +585.6% |
| All | +222.2% | -64.7% | +286.9% | +416.6% |
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 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