+170.3%
HIMS vs COR
+197.2%
-27.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.4% | +8.7% |
| 7D | -21.9% | -1.2% | -20.8% | -21.8% |
| 30D | -32.1% | +7.6% | -39.7% | -32.7% |
| 3M | -31.8% | +5.0% | -36.8% | -32.2% |
| 6M | -28.6% | +35.3% | -63.9% | -32.9% |
| YTD | -35.9% | +4.2% | -40.1% | -36.1% |
| 1Y | -47.6% | -3.4% | -44.2% | -46.6% |
| 3Y | +205.6% | +81.1% | +124.5% | +153.0% |
| 5Y | +170.3% | +195.8% | -25.6% | +90.3% |
| All | +170.3% | +197.2% | -27.0% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling