+327.3%
HIMS vs OMC
+9.5%
+317.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.2% |
| 7D | -2.7% | -4.2% | +1.5% | -1.4% |
| 30D | -12.2% | -7.5% | -4.7% | -10.1% |
| 3M | -3.7% | +4.6% | -8.4% | -6.8% |
| 6M | +25.9% | -4.8% | +30.7% | +26.9% |
| YTD | -14.1% | -1.0% | -13.1% | -15.5% |
| 1Y | -41.6% | +3.8% | -45.5% | -45.0% |
| All | +327.3% | +9.5% | +317.8% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling