+180.0%
HIMS vs COR
+364.3%
-184.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -1.4% | -4.8% | +3.5% | -0.9% |
| 30D | -10.1% | -3.7% | -6.4% | -9.7% |
| 3M | -1.2% | +14.3% | -15.6% | -3.3% |
| 6M | +16.9% | -8.5% | +25.4% | +18.2% |
| YTD | -15.5% | -4.4% | -11.1% | -15.2% |
| 1Y | -42.6% | +9.1% | -51.7% | -43.9% |
| 3Y | +320.2% | +85.2% | +235.0% | +278.9% |
| 5Y | +215.0% | +180.7% | +34.4% | +171.1% |
| All | +180.0% | +364.3% | -184.3% | +130.5% |
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