+222.2%
HIMS vs CVE
+317.2%
-95.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -3.9% | +2.5% | -6.4% | -4.4% |
| 30D | -12.4% | +16.7% | -29.2% | -15.1% |
| 3M | -1.1% | +9.3% | -10.3% | -3.2% |
| 6M | +68.4% | +43.6% | +24.9% | +52.6% |
| YTD | -14.7% | +93.6% | -108.2% | -28.8% |
| 1Y | -42.4% | +98.8% | -141.2% | -52.4% |
| 3Y | +304.5% | +73.6% | +230.9% | +232.4% |
| All | +222.2% | +317.2% | -95.0% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling