+3.7%
HIMS vs COF
+18.8%
-15.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +3.9% |
| 7D | -0.9% | +1.2% | -2.2% | -2.5% |
| 30D | -10.8% | -1.4% | -9.4% | -10.9% |
| 3M | +3.7% | +19.0% | -15.3% | -14.9% |
| All | +3.7% | +18.8% | -15.1% | -14.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling