+182.8%
HIMS vs COO
-8.4%
+191.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -3.9% | -2.2% | -1.7% | -3.2% |
| 30D | -12.4% | -7.0% | -5.4% | -10.4% |
| 3M | -1.1% | +12.2% | -13.3% | -5.7% |
| 6M | +68.4% | -15.1% | +83.6% | +77.2% |
| YTD | -14.7% | -15.1% | +0.4% | -10.3% |
| 1Y | -42.4% | +2.3% | -44.7% | -44.0% |
| 3Y | +304.5% | -23.7% | +328.2% | +328.3% |
| 5Y | +237.5% | -38.9% | +276.4% | +265.7% |
| All | +182.8% | -8.4% | +191.1% | +196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling