+101.3%
HIMS vs COR
+420.3%
-319.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | -24.1% | +7.8% | -32.0% | -24.8% |
| 30D | -28.8% | +7.0% | -35.8% | -29.3% |
| 3M | -31.4% | +16.3% | -47.7% | -32.6% |
| 6M | -18.3% | +41.3% | -59.6% | -22.2% |
| YTD | -39.2% | +7.1% | -46.4% | -39.8% |
| 1Y | -45.3% | -0.8% | -44.4% | -45.1% |
| 3Y | +181.9% | +85.0% | +96.9% | +155.2% |
| 5Y | +166.6% | +203.9% | -37.2% | +127.3% |
| All | +101.3% | +420.3% | -319.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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