+207.9%
HIMS vs CTAS
+110.0%
+97.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.8% |
| 7D | -2.7% | +1.0% | -3.7% | -3.4% |
| 30D | -12.2% | -1.1% | -11.1% | -11.7% |
| 3M | -3.7% | +11.5% | -15.2% | -12.7% |
| 6M | +25.9% | +0.2% | +25.7% | +23.4% |
| YTD | -14.1% | +7.2% | -21.3% | -21.5% |
| 1Y | -41.6% | 0.0% | -41.6% | -43.8% |
| 3Y | +327.3% | +65.9% | +261.3% | +159.6% |
| 5Y | +207.9% | +109.6% | +98.4% | +50.8% |
| All | +207.9% | +110.0% | +97.9% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling