+68.5%
COST vs HIMS
+318.7%
-250.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.7% |
| 3M | -7.1% | -4.7% | -2.4% | -7.3% |
| 6M | -8.5% | +6.3% | -14.8% | -9.1% |
| YTD | +5.4% | -15.3% | +20.7% | +5.1% |
| 1Y | -5.6% | -46.9% | +41.2% | -4.7% |
| 3Y | +68.5% | +321.3% | -252.8% | +50.6% |
| All | +68.5% | +318.7% | -250.2% | +50.6% |
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