+180.7%
HIMS vs O
+17.1%
+163.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.7% | -2.9% | +2.1% | -0.2% |
| 30D | -8.2% | -4.5% | -3.7% | -7.5% |
| 3M | -4.7% | -2.6% | -2.1% | -4.7% |
| 6M | +6.3% | -5.6% | +11.9% | +6.9% |
| YTD | -15.3% | +9.3% | -24.5% | -17.4% |
| 1Y | -46.9% | +4.3% | -51.2% | -47.7% |
| 3Y | +321.3% | +27.4% | +293.9% | +295.7% |
| 5Y | +215.8% | +17.1% | +198.8% | +203.3% |
| All | +180.7% | +17.1% | +163.6% | +169.1% |
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