+210.1%
HIMS vs COF
+44.8%
+165.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | -0.7% | -5.1% | +4.4% | +2.7% |
| 30D | -8.2% | -6.0% | -2.2% | -4.7% |
| 3M | -4.7% | +14.8% | -19.5% | -13.0% |
| 6M | +6.3% | +15.3% | -9.0% | -3.2% |
| YTD | -15.3% | -13.0% | -2.2% | -8.5% |
| 1Y | -46.9% | -5.7% | -41.1% | -45.9% |
| 3Y | +321.3% | +118.1% | +203.2% | +167.1% |
| All | +210.1% | +44.8% | +165.3% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling