+210.1%
HIMS vs CNQ
+278.6%
-68.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -8.2% | +6.2% | -14.4% | -9.3% |
| 3M | -4.7% | +12.4% | -17.1% | -7.3% |
| 6M | +6.3% | +9.0% | -2.7% | +3.1% |
| YTD | -15.3% | +52.2% | -67.5% | -26.3% |
| 1Y | -46.9% | +65.0% | -111.9% | -55.2% |
| 3Y | +321.3% | +78.8% | +242.4% | +240.1% |
| All | +210.1% | +278.6% | -68.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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