+210.1%
HIMS vs CTVA
+102.9%
+107.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -0.7% | -4.5% | +3.8% | +1.4% |
| 30D | -8.2% | +11.3% | -19.5% | -12.9% |
| 3M | -4.7% | +12.3% | -17.0% | -12.4% |
| 6M | +6.3% | +7.2% | -0.9% | -0.6% |
| YTD | -15.3% | +26.0% | -41.3% | -27.8% |
| 1Y | -46.9% | +16.0% | -62.9% | -52.7% |
| 3Y | +321.3% | +73.9% | +247.4% | +207.6% |
| All | +210.1% | +102.9% | +107.2% | +116.2% |
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