+246.0%
HIMS vs CTSH
+2.4%
+243.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.0% | -11.4% |
| 7D | -9.1% | -2.3% | -6.8% | -8.7% |
| 30D | -25.8% | +7.4% | -33.2% | -27.3% |
| 3M | -27.4% | +10.9% | -38.3% | -29.5% |
| 6M | -18.9% | +24.7% | -43.5% | -24.6% |
| YTD | -29.4% | -22.0% | -7.4% | -11.0% |
| 1Y | -44.1% | -11.2% | -32.9% | -37.0% |
| 3Y | +246.0% | +3.9% | +242.2% | +298.5% |
| All | +246.0% | +2.4% | +243.6% | +298.5% |
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