+165.3%
HIMS vs CVE
+231.0%
-65.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.6% | +8.6% | +8.1% |
| 7D | -6.1% | -16.1% | +10.1% | -4.4% |
| 30D | -12.0% | -10.4% | -1.6% | -11.1% |
| 3M | -12.3% | -2.4% | -10.0% | -12.4% |
| 6M | -3.3% | -4.4% | +1.2% | -3.6% |
| YTD | -19.9% | +64.9% | -84.9% | -25.8% |
| 1Y | -37.4% | +66.0% | -103.4% | -42.1% |
| 3Y | +314.0% | +57.7% | +256.4% | +280.4% |
| 5Y | +212.1% | +144.7% | +67.4% | +176.3% |
| All | +165.3% | +231.0% | -65.7% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling