+207.9%
HIMS vs OMC
+29.1%
+178.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.6% |
| 7D | -2.7% | -4.2% | +1.5% | -1.0% |
| 30D | -12.2% | -7.5% | -4.7% | -9.5% |
| 3M | -3.7% | +4.6% | -8.4% | -7.5% |
| 6M | +25.9% | -4.8% | +30.7% | +26.7% |
| YTD | -14.1% | -1.0% | -13.1% | -16.8% |
| 1Y | -41.6% | +3.8% | -45.5% | -45.9% |
| 3Y | +327.3% | +10.2% | +317.0% | +280.1% |
| 5Y | +207.9% | +29.7% | +178.2% | +135.4% |
| All | +207.9% | +29.1% | +178.9% | +135.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling