+184.7%
HIMS vs COF
+152.8%
+31.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.5% | -0.4% |
| 7D | -2.7% | -2.7% | -0.1% | -1.8% |
| 30D | -12.2% | -3.4% | -8.8% | -11.2% |
| 3M | -3.7% | +15.4% | -19.1% | -8.5% |
| 6M | +25.9% | +14.4% | +11.5% | +20.0% |
| YTD | -14.1% | -12.0% | -2.1% | -10.6% |
| 1Y | -41.6% | -3.7% | -37.9% | -41.2% |
| 3Y | +327.3% | +121.1% | +206.2% | +249.6% |
| 5Y | +207.9% | +47.8% | +160.1% | +165.2% |
| All | +184.7% | +152.8% | +31.9% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling