+83.3%
HIMS vs CPNG
-76.2%
+159.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.1% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | -8.2% | -7.4% | -0.9% | -5.1% |
| 3M | -4.7% | -12.3% | +7.6% | +1.0% |
| 6M | +6.3% | -19.4% | +25.7% | +15.5% |
| YTD | -15.3% | -35.9% | +20.6% | +0.5% |
| 1Y | -46.9% | -53.4% | +6.6% | -27.2% |
| 3Y | +321.3% | -20.0% | +341.3% | +352.4% |
| 5Y | +215.8% | -49.6% | +265.4% | +269.7% |
| All | +83.3% | -76.2% | +159.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling