+182.8%
HIMS vs CTSH
+7.2%
+175.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.7% |
| 7D | -3.9% | -2.7% | -1.2% | -3.1% |
| 30D | -12.4% | +12.4% | -24.8% | -15.6% |
| 3M | -1.1% | +17.4% | -18.4% | -7.8% |
| 6M | +68.4% | -3.1% | +71.5% | +68.6% |
| YTD | -14.7% | -23.6% | +8.9% | -5.7% |
| 1Y | -42.4% | -10.8% | -31.6% | -40.9% |
| 3Y | +304.5% | -8.3% | +312.8% | +319.3% |
| 5Y | +237.5% | -11.3% | +248.8% | +253.3% |
| All | +182.8% | +7.2% | +175.6% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling