+320.2%
HIMS vs COF
+115.1%
+205.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.1% | -0.4% |
| 7D | -1.4% | -6.1% | +4.7% | +3.0% |
| 30D | -10.1% | -5.2% | -4.9% | -7.0% |
| 3M | -1.2% | +17.0% | -18.2% | -11.8% |
| 6M | +16.9% | +12.9% | +4.0% | +6.8% |
| YTD | -15.5% | -13.5% | -1.9% | -7.5% |
| 1Y | -42.6% | -5.9% | -36.7% | -41.4% |
| All | +320.2% | +115.1% | +205.2% | +244.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling