+20.8%
COP vs HIMS
+317.3%
-296.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.8% |
| 30D | +15.6% | -10.8% | +26.4% | +15.7% |
| 3M | +14.3% | +3.7% | +10.7% | +14.0% |
| 6M | +17.0% | +79.0% | -62.0% | +14.4% |
| YTD | +47.4% | -13.2% | +60.7% | +47.0% |
| 1Y | +52.4% | -43.3% | +95.7% | +53.6% |
| 3Y | +20.8% | +331.4% | -310.6% | +22.9% |
| All | +20.8% | +317.3% | -296.5% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling