-42.4%
HIMS vs CTAS
-1.7%
-40.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | -3.9% | -1.8% | -2.1% | -4.6% |
| 30D | -12.4% | -0.2% | -12.2% | -12.5% |
| 3M | -1.1% | +11.7% | -12.8% | +0.7% |
| 6M | +68.4% | +0.7% | +67.7% | +59.7% |
| YTD | -14.7% | +7.4% | -22.1% | -15.9% |
| 1Y | -42.4% | -2.1% | -40.3% | -36.1% |
| All | -42.4% | -1.7% | -40.7% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling