+184.7%
HIMS vs COO
-16.4%
+201.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.3% | +1.1% |
| 7D | -2.7% | -9.0% | +6.2% | +0.2% |
| 30D | -12.2% | -16.8% | +4.6% | -6.8% |
| 3M | -3.7% | -7.5% | +3.8% | -1.8% |
| 6M | +25.9% | -16.3% | +42.2% | +32.7% |
| YTD | -14.1% | -22.5% | +8.5% | -7.0% |
| 1Y | -41.6% | -7.0% | -34.6% | -41.5% |
| 3Y | +327.3% | -27.5% | +354.7% | +358.0% |
| 5Y | +207.9% | -43.3% | +251.3% | +243.1% |
| All | +184.7% | -16.4% | +201.1% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded COO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling