+200.3%
COP vs HIMS
+183.3%
+16.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +3.0% | -3.9% | +6.9% | +3.1% |
| 30D | +17.5% | -12.4% | +29.9% | +17.7% |
| 3M | +13.4% | -1.1% | +14.4% | +12.9% |
| 6M | +17.7% | +68.4% | -50.7% | +14.6% |
| YTD | +46.6% | -14.7% | +61.2% | +45.8% |
| 1Y | +44.6% | -42.4% | +87.0% | +45.5% |
| 3Y | +20.7% | +304.5% | -283.8% | +10.3% |
| 5Y | +185.0% | +237.5% | -52.5% | +159.6% |
| All | +200.3% | +183.3% | +16.9% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling