+145.5%
HIMS vs CSGP
-45.1%
+190.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.6% | -8.1% | -9.2% |
| 7D | -18.9% | +13.9% | -32.8% | -23.0% |
| 30D | -18.4% | +16.0% | -34.4% | -24.3% |
| 3M | -24.0% | +6.1% | -30.1% | -27.4% |
| 6M | -8.6% | -8.2% | -0.5% | -9.1% |
| YTD | -25.9% | -52.3% | +26.4% | -3.8% |
| 1Y | -45.0% | -54.5% | +9.5% | -27.2% |
| 3Y | +271.3% | -58.6% | +329.9% | +415.5% |
| 5Y | +188.8% | -61.5% | +250.3% | +288.9% |
| All | +145.5% | -45.1% | +190.6% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling