+320.2%
HIMS vs CPNG
-21.7%
+341.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -1.4% | -5.4% | +4.0% | +1.5% |
| 30D | -10.1% | -11.1% | +1.0% | -4.4% |
| 3M | -1.2% | -3.0% | +1.8% | -0.1% |
| 6M | +16.9% | -23.5% | +40.4% | +31.6% |
| YTD | -15.5% | -37.8% | +22.3% | +5.9% |
| 1Y | -42.6% | -54.3% | +11.8% | -13.4% |
| All | +320.2% | -21.7% | +341.9% | +382.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling