+246.0%
HIMS vs CVE
+67.9%
+178.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.3% | -11.9% |
| 7D | -9.1% | -10.1% | +1.0% | -7.4% |
| 30D | -25.8% | -12.1% | -13.7% | -24.1% |
| 3M | -27.4% | -1.9% | -25.5% | -27.8% |
| 6M | -18.9% | -1.8% | -17.0% | -20.3% |
| YTD | -29.4% | +65.8% | -95.1% | -45.2% |
| 1Y | -44.1% | +60.8% | -104.9% | -56.0% |
| 3Y | +246.0% | +70.1% | +175.9% | +145.8% |
| All | +246.0% | +67.9% | +178.1% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling