+206.5%
COP vs HIMS
+180.6%
+25.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | +1.0% | -1.4% | +2.3% | +1.0% |
| 30D | +9.6% | -10.1% | +19.6% | +9.7% |
| 3M | +15.0% | -1.2% | +16.3% | +14.6% |
| 6M | +21.8% | +16.9% | +4.8% | +20.2% |
| YTD | +49.6% | -15.5% | +65.1% | +48.9% |
| 1Y | +49.9% | -42.6% | +92.4% | +50.8% |
| 3Y | +22.6% | +320.2% | -297.6% | +11.8% |
| 5Y | +193.6% | +215.0% | -21.4% | +168.4% |
| All | +206.5% | +180.6% | +25.9% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling