+187.4%
HIMS vs COO
-10.9%
+198.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.6% |
| 7D | -0.9% | -2.3% | +1.3% | -0.2% |
| 30D | -10.8% | -8.8% | -2.0% | -8.2% |
| 3M | +3.7% | +1.3% | +2.3% | +2.7% |
| 6M | +79.0% | -11.6% | +90.5% | +85.2% |
| YTD | -13.2% | -17.4% | +4.2% | -8.0% |
| 1Y | -43.3% | -1.6% | -41.7% | -44.1% |
| 3Y | +331.4% | -22.6% | +354.0% | +353.1% |
| 5Y | +230.2% | -40.3% | +270.6% | +260.9% |
| All | +187.4% | -10.9% | +198.3% | +203.6% |
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