+320.2%
HIMS vs ONON
-10.5%
+330.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -1.4% | -5.3% | +4.0% | +0.7% |
| 30D | -10.1% | -13.1% | +3.1% | -5.4% |
| 3M | -1.2% | -29.3% | +28.1% | +11.0% |
| 6M | +16.9% | -34.5% | +51.5% | +34.2% |
| YTD | -15.5% | -42.2% | +26.7% | +1.4% |
| 1Y | -42.6% | -37.3% | -5.2% | -34.3% |
| All | +320.2% | -10.5% | +330.7% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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