-42.4%
HIMS vs COF
+0.3%
-42.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -3.9% | +1.8% | -5.7% | -4.8% |
| 30D | -12.4% | -0.6% | -11.9% | -12.4% |
| 3M | -1.1% | +20.3% | -21.4% | -9.6% |
| 6M | +68.4% | +13.0% | +55.4% | +57.3% |
| YTD | -14.7% | -8.3% | -6.3% | -13.9% |
| 1Y | -42.4% | -1.5% | -40.9% | -38.6% |
| All | -42.4% | +0.3% | -42.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling