+180.7%
HIMS vs COPX
+459.6%
-278.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | -8.2% | +0.3% | -8.5% | -8.1% |
| 3M | -4.7% | +6.8% | -11.5% | -7.4% |
| 6M | +6.3% | +7.9% | -1.7% | +1.5% |
| YTD | -15.3% | +23.7% | -39.0% | -24.7% |
| 1Y | -46.9% | +71.5% | -118.4% | -59.0% |
| 3Y | +321.3% | +149.1% | +172.2% | +178.6% |
| 5Y | +215.8% | +167.3% | +48.5% | +102.5% |
| All | +180.7% | +459.6% | -278.9% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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