+180.0%
HIMS vs CTAS
+246.5%
-66.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -10.1% | -3.1% | -7.0% | -9.2% |
| 3M | -1.2% | +10.3% | -11.5% | -5.3% |
| 6M | +16.9% | +1.6% | +15.3% | +15.2% |
| YTD | -15.5% | +6.3% | -21.8% | -18.6% |
| 1Y | -42.6% | -0.5% | -42.1% | -43.5% |
| 3Y | +320.2% | +64.6% | +255.6% | +260.1% |
| 5Y | +215.0% | +106.0% | +109.0% | +156.3% |
| All | +180.0% | +246.5% | -66.5% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling