-37.7%
HIMS vs CVE
+73.4%
-111.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.6% | +11.4% | +1.4% |
| 7D | -9.1% | -12.1% | +3.0% | -12.5% |
| 30D | -10.1% | -9.8% | -0.4% | -12.5% |
| 3M | -17.1% | -0.7% | -16.4% | -16.3% |
| 6M | -2.2% | -4.3% | +2.1% | +0.4% |
| YTD | -17.9% | +70.6% | -88.5% | -14.6% |
| 1Y | -37.7% | +73.2% | -110.8% | -36.9% |
| All | -37.7% | +73.4% | -111.1% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 1y: compounded portfolio wealth divided by compounded CVE 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…
1y analysis · Full analysis span regression · 6 months rolling