+180.7%
HIMS vs OKE
+104.5%
+76.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | -0.7% | +1.2% | -2.0% | -0.9% |
| 30D | -8.2% | +4.5% | -12.7% | -9.0% |
| 3M | -4.7% | +9.6% | -14.3% | -6.8% |
| 6M | +6.3% | +15.4% | -9.1% | +2.3% |
| YTD | -15.3% | +36.5% | -51.7% | -21.5% |
| 1Y | -46.9% | +39.0% | -85.8% | -51.0% |
| 3Y | +321.3% | +74.3% | +247.0% | +284.3% |
| 5Y | +215.8% | +141.2% | +74.6% | +180.7% |
| All | +180.7% | +104.5% | +76.2% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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