+184.7%
HIMS vs COPX
+502.2%
-317.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.7% | +6.0% | -8.7% | -5.2% |
| 30D | -12.2% | +6.4% | -18.6% | -14.3% |
| 3M | -3.7% | +19.3% | -23.0% | -10.7% |
| 6M | +25.9% | +16.2% | +9.7% | +16.5% |
| YTD | -14.1% | +33.2% | -47.2% | -26.0% |
| 1Y | -41.6% | +90.2% | -131.8% | -56.9% |
| 3Y | +327.3% | +175.7% | +151.6% | +171.4% |
| 5Y | +207.9% | +193.1% | +14.8% | +90.6% |
| All | +184.7% | +502.2% | -317.5% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling