+393.6%
COHR vs HIMS
+214.8%
+178.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -0.7% | +9.1% | +8.6% |
| 30D | -14.1% | -8.2% | -5.9% | -12.8% |
| 3M | -16.0% | -4.7% | -11.3% | -16.0% |
| 6M | +21.5% | +6.3% | +15.2% | +16.9% |
| YTD | +65.4% | -15.3% | +80.7% | +63.2% |
| 1Y | +195.0% | -46.9% | +241.9% | +217.9% |
| 3Y | +830.2% | +321.3% | +508.9% | +399.0% |
| All | +393.6% | +214.8% | +178.8% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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