-27.8%
COIN vs HIMS
+214.8%
-242.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | -5.1% | -0.7% | -4.4% | -4.8% |
| 30D | +17.6% | -8.2% | +25.8% | +21.6% |
| 3M | +9.2% | -4.7% | +14.0% | +8.6% |
| 6M | -11.8% | +6.3% | -18.1% | -17.9% |
| YTD | -22.5% | -15.3% | -7.2% | -24.4% |
| 1Y | -45.9% | -46.9% | +1.0% | -37.7% |
| 3Y | +117.4% | +321.3% | -203.9% | -45.7% |
| All | -27.8% | +214.8% | -242.6% | -84.4% |
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