+182.8%
HIMS vs COR
+378.7%
-196.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.2% |
| 7D | -3.9% | +2.8% | -6.7% | -4.2% |
| 30D | -12.4% | +4.5% | -17.0% | -13.0% |
| 3M | -1.1% | +22.7% | -23.7% | -4.0% |
| 6M | +68.4% | -9.7% | +78.2% | +71.1% |
| YTD | -14.7% | -1.4% | -13.2% | -14.7% |
| 1Y | -42.4% | +13.9% | -56.3% | -44.0% |
| 3Y | +304.5% | +94.0% | +210.6% | +262.7% |
| 5Y | +237.5% | +184.0% | +53.5% | +189.9% |
| All | +182.8% | +378.7% | -196.0% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling