+177.1%
HIMS vs CTSH
-13.5%
+190.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.7% | -10.0% | -11.1% |
| 7D | -9.1% | -2.3% | -6.8% | -8.4% |
| 30D | -25.8% | +7.4% | -33.2% | -28.4% |
| 3M | -27.4% | +10.9% | -38.3% | -31.2% |
| 6M | -18.9% | +24.7% | -43.5% | -29.7% |
| YTD | -29.4% | -22.0% | -7.4% | -17.7% |
| 1Y | -44.1% | -11.2% | -32.9% | -40.9% |
| 3Y | +246.0% | +3.9% | +242.2% | +235.5% |
| 5Y | +177.1% | -13.9% | +191.0% | +215.3% |
| All | +177.1% | -13.5% | +190.6% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling