+243.3%
COST vs HIMS
+188.0%
+55.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -3.2% | -0.9% | -2.2% | -3.1% |
| 30D | -4.0% | -10.8% | +6.9% | -3.7% |
| 3M | -6.5% | +3.7% | -10.2% | -7.1% |
| 6M | -8.5% | +79.0% | -87.5% | -11.8% |
| YTD | +6.0% | -13.2% | +19.3% | +5.3% |
| 1Y | -5.8% | -43.3% | +37.5% | -5.0% |
| 3Y | +71.8% | +331.4% | -259.6% | +45.5% |
| 5Y | +106.2% | +230.2% | -124.0% | +68.3% |
| All | +243.3% | +188.0% | +55.3% | +165.9% |
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 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