+101.3%
HIMS vs O
+16.9%
+84.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -24.1% | -0.4% | -23.7% | -24.1% |
| 30D | -28.8% | +7.1% | -35.9% | -29.7% |
| 3M | -31.4% | -5.2% | -26.2% | -30.9% |
| 6M | -18.3% | -1.8% | -16.5% | -18.5% |
| YTD | -39.2% | +9.1% | -48.3% | -40.8% |
| 1Y | -45.3% | +9.7% | -55.0% | -46.7% |
| 3Y | +181.9% | +39.1% | +142.7% | +160.5% |
| 5Y | +166.6% | +8.4% | +158.3% | +156.7% |
| All | +101.3% | +16.9% | +84.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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