+104.7%
COST vs HIMS
+202.2%
-97.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.4% |
| 30D | -4.4% | -10.1% | +5.6% | -4.2% |
| 3M | -8.1% | -1.2% | -6.9% | -8.6% |
| 6M | -9.2% | +16.9% | -26.2% | -10.9% |
| YTD | +5.1% | -15.5% | +20.6% | +4.4% |
| 1Y | -5.1% | -42.6% | +37.5% | -4.2% |
| 3Y | +70.4% | +320.2% | -249.9% | +33.0% |
| 5Y | +104.7% | +215.0% | -110.3% | +48.9% |
| All | +104.7% | +202.2% | -97.5% | +48.9% |
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 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