+241.3%
COST vs HIMS
+181.3%
+60.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.2% |
| 30D | -4.7% | -8.2% | +3.5% | -4.6% |
| 3M | -7.1% | -4.7% | -2.4% | -7.4% |
| 6M | -8.5% | +6.3% | -14.8% | -9.6% |
| YTD | +5.4% | -15.3% | +20.7% | +4.7% |
| 1Y | -5.6% | -46.9% | +41.2% | -4.6% |
| 3Y | +68.5% | +321.3% | -252.8% | +42.8% |
| 5Y | +105.2% | +215.8% | -110.6% | +67.6% |
| All | +241.3% | +181.3% | +60.0% | +164.5% |
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