+112.3%
HIMS vs CNP
+67.0%
+45.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.8% |
| 7D | -21.9% | -0.1% | -21.8% | -21.9% |
| 30D | -32.1% | +5.0% | -37.1% | -32.4% |
| 3M | -31.8% | +2.7% | -34.4% | -32.0% |
| 6M | -28.6% | -1.9% | -26.7% | -28.6% |
| YTD | -35.9% | +8.8% | -44.7% | -36.9% |
| 1Y | -47.6% | +5.6% | -53.3% | -48.3% |
| 3Y | +205.6% | +63.2% | +142.4% | +185.2% |
| 5Y | +170.3% | +73.8% | +96.5% | +151.8% |
| All | +112.3% | +67.0% | +45.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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