+182.8%
HIMS vs CNP
+61.6%
+121.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.9% | +1.1% | -5.0% | -4.0% |
| 30D | -12.4% | -1.8% | -10.6% | -12.3% |
| 3M | -1.1% | -4.6% | +3.6% | -0.8% |
| 6M | +68.4% | -8.8% | +77.3% | +69.6% |
| YTD | -14.7% | +5.2% | -19.9% | -15.7% |
| 1Y | -42.4% | +8.3% | -50.7% | -43.3% |
| 3Y | +304.5% | +54.9% | +249.6% | +279.5% |
| 5Y | +237.5% | +73.5% | +164.0% | +215.0% |
| All | +182.8% | +61.6% | +121.2% | +161.3% |
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