+134.1%
HIMS vs COO
-15.8%
+149.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.3% | -12.6% |
| 7D | -9.1% | +4.3% | -13.4% | -10.4% |
| 30D | -25.8% | +17.6% | -43.4% | -29.7% |
| 3M | -27.4% | -13.9% | -13.5% | -24.4% |
| 6M | -18.9% | +6.6% | -25.4% | -22.3% |
| YTD | -29.4% | -22.0% | -7.4% | -24.3% |
| 1Y | -44.1% | -8.8% | -35.3% | -43.6% |
| 3Y | +246.0% | -21.5% | +267.5% | +256.6% |
| 5Y | +177.1% | -41.0% | +218.1% | +204.8% |
| All | +134.1% | -15.8% | +149.9% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling