+331.4%
HIMS vs CTSH
-11.4%
+342.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.7% |
| 7D | -0.9% | -5.5% | +4.5% | +0.5% |
| 30D | -10.8% | +4.5% | -15.3% | -11.8% |
| 3M | +3.7% | +13.7% | -10.1% | -0.1% |
| 6M | +79.0% | -8.4% | +87.4% | +96.1% |
| YTD | -13.2% | -26.5% | +13.3% | +11.1% |
| 1Y | -43.3% | -13.9% | -29.3% | -36.8% |
| 3Y | +331.4% | -11.3% | +342.7% | +389.8% |
| All | +331.4% | -11.4% | +342.8% | +389.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling