+98.0%
KO vs HIMS
+185.3%
-87.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | -0.8% | -2.7% | +1.9% | -0.8% |
| 30D | +0.8% | -12.2% | +13.0% | +0.7% |
| 3M | +8.3% | -3.7% | +12.1% | +8.3% |
| 6M | +14.0% | +25.9% | -11.9% | +14.2% |
| YTD | +26.9% | -14.1% | +41.0% | +27.0% |
| 1Y | +32.7% | -41.6% | +74.3% | +32.6% |
| 3Y | +63.9% | +327.3% | -263.3% | +58.3% |
| 5Y | +81.7% | +207.9% | -126.2% | +73.3% |
| All | +98.0% | +185.3% | -87.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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