+193.3%
COP vs HIMS
+232.5%
-39.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +11.7% | -12.2% | +23.9% | +11.9% |
| 3M | +17.7% | -3.7% | +21.4% | +17.4% |
| 6M | +18.3% | +25.9% | -7.6% | +16.8% |
| YTD | +49.1% | -14.1% | +63.1% | +48.4% |
| 1Y | +53.3% | -41.6% | +94.9% | +54.2% |
| 3Y | +22.2% | +327.3% | -305.1% | +14.4% |
| 5Y | +193.3% | +207.9% | -14.6% | +191.1% |
| All | +193.3% | +232.5% | -39.2% | +191.1% |
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