+141.5%
HIMS vs CTVA
+34.7%
+106.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.0% |
| 7D | -24.1% | -20.8% | -3.4% | -18.4% |
| 30D | -28.8% | -29.6% | +0.8% | -19.9% |
| 3M | -31.4% | -16.9% | -14.5% | -29.5% |
| 6M | -18.3% | -24.3% | +6.0% | -14.0% |
| YTD | -39.2% | -5.6% | -33.6% | -44.2% |
| 1Y | -45.3% | -4.2% | -41.1% | -50.1% |
| 3Y | +181.9% | +43.3% | +138.6% | +111.2% |
| All | +141.5% | +34.7% | +106.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling