+182.8%
HIMS vs OMC
+31.8%
+151.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.3% |
| 7D | -3.9% | -6.4% | +2.5% | -2.2% |
| 30D | -12.4% | +1.1% | -13.6% | -12.9% |
| 3M | -1.1% | +10.4% | -11.5% | -4.7% |
| 6M | +68.4% | -1.7% | +70.2% | +67.7% |
| YTD | -14.7% | +4.4% | -19.1% | -17.3% |
| 1Y | -42.4% | +8.4% | -50.8% | -45.3% |
| 3Y | +304.5% | +14.4% | +290.1% | +282.6% |
| 5Y | +237.5% | +33.9% | +203.6% | +211.0% |
| All | +182.8% | +31.8% | +151.0% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling