+320.2%
HIMS vs COPX
+149.6%
+170.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.3% | +2.3% |
| 7D | -1.4% | -2.9% | +1.5% | +0.1% |
| 30D | -10.1% | 0.0% | -10.1% | -9.9% |
| 3M | -1.2% | +14.8% | -16.0% | -8.7% |
| 6M | +16.9% | +7.0% | +9.9% | +10.1% |
| YTD | -15.5% | +23.8% | -39.3% | -29.3% |
| 1Y | -42.6% | +75.7% | -118.3% | -62.0% |
| All | +320.2% | +149.6% | +170.6% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling