+62.2%
COP vs HIMS
-50.2%
+112.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.3% |
| 7D | +3.4% | -18.0% | +21.4% | +2.3% |
| 30D | -0.6% | -33.6% | +33.0% | -2.9% |
| 3M | +10.8% | -34.2% | +44.9% | +8.4% |
| 6M | +19.6% | -21.2% | +40.8% | +18.6% |
| YTD | +52.9% | -39.2% | +92.2% | +46.9% |
| 1Y | +62.2% | -49.4% | +111.6% | +56.2% |
| All | +62.2% | -50.2% | +112.4% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling