+170.3%
HIMS vs O
+12.7%
+157.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.8% |
| 7D | -21.9% | +0.6% | -22.5% | -22.2% |
| 30D | -32.1% | +9.4% | -41.5% | -34.8% |
| 3M | -31.8% | -2.4% | -29.4% | -31.2% |
| 6M | -28.6% | -1.9% | -26.7% | -29.2% |
| YTD | -35.9% | +10.5% | -46.4% | -41.0% |
| 1Y | -47.6% | +10.0% | -57.6% | -51.7% |
| 3Y | +205.6% | +40.5% | +165.1% | +127.4% |
| 5Y | +170.3% | +10.2% | +160.0% | +145.4% |
| All | +170.3% | +12.7% | +157.6% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling