+327.3%
HIMS vs CTVA
+76.0%
+251.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.3% |
| 7D | -2.7% | -5.8% | +3.1% | 0.0% |
| 30D | -12.2% | +11.1% | -23.2% | -16.7% |
| 3M | -3.7% | +13.2% | -17.0% | -12.7% |
| 6M | +25.9% | +8.7% | +17.2% | +15.8% |
| YTD | -14.1% | +27.3% | -41.4% | -28.8% |
| 1Y | -41.6% | +18.0% | -59.6% | -49.3% |
| All | +327.3% | +76.0% | +251.3% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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