+212.1%
HIMS vs CORZ
+225.9%
-13.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | +0.3% |
| 7D | -2.7% | +7.6% | -10.3% | -5.4% |
| 30D | -12.2% | -6.9% | -5.2% | -10.2% |
| 3M | -3.7% | -33.0% | +29.3% | +9.3% |
| 6M | +25.9% | +19.3% | +6.6% | +16.7% |
| YTD | -14.1% | +24.2% | -38.3% | -23.0% |
| 1Y | -41.6% | +24.5% | -66.1% | -48.0% |
| All | +212.1% | +225.9% | -13.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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