+184.7%
HIMS vs CTSH
+0.1%
+184.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.1% |
| 7D | -2.7% | -8.2% | +5.5% | -0.2% |
| 30D | -12.2% | +0.4% | -12.6% | -12.3% |
| 3M | -3.7% | +10.6% | -14.3% | -8.7% |
| 6M | +25.9% | -8.8% | +34.7% | +28.7% |
| YTD | -14.1% | -28.6% | +14.5% | -3.1% |
| 1Y | -41.6% | -15.9% | -25.7% | -39.0% |
| 3Y | +327.3% | -13.9% | +341.1% | +351.5% |
| 5Y | +207.9% | -17.1% | +225.0% | +229.1% |
| All | +184.7% | +0.1% | +184.6% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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