+180.9%
HIMS vs COO
-22.2%
+203.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -25.6% | +4.5% | -30.1% | -26.2% |
| 30D | -38.1% | +16.9% | -55.1% | -40.0% |
| 3M | -39.8% | -16.7% | -23.1% | -37.8% |
| 6M | -32.3% | +5.9% | -38.3% | -34.1% |
| YTD | -41.1% | -22.4% | -18.6% | -37.6% |
| 1Y | -53.4% | -10.1% | -43.3% | -52.8% |
| 3Y | +180.9% | -22.8% | +203.7% | +179.2% |
| All | +180.9% | -22.2% | +203.1% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling