+644.6%
COHR vs HIMS
+181.3%
+463.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +8.3% | -0.7% | +9.1% | +8.5% |
| 30D | -14.1% | -8.2% | -5.9% | -12.9% |
| 3M | -16.0% | -4.7% | -11.3% | -15.9% |
| 6M | +21.5% | +6.3% | +15.2% | +17.4% |
| YTD | +65.4% | -15.3% | +80.7% | +63.5% |
| 1Y | +195.0% | -46.9% | +241.9% | +215.6% |
| 3Y | +830.2% | +321.3% | +508.9% | +472.5% |
| 5Y | +397.1% | +215.8% | +181.3% | +197.2% |
| All | +644.6% | +181.3% | +463.3% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling