+217.7%
HIMS vs ONON
-22.6%
+240.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.6% |
| 7D | -0.7% | -2.1% | +1.4% | +0.1% |
| 30D | -8.2% | -11.6% | +3.4% | -3.7% |
| 3M | -4.7% | -30.1% | +25.4% | +8.4% |
| 6M | +6.3% | -30.5% | +36.8% | +20.4% |
| YTD | -15.3% | -41.0% | +25.8% | +1.9% |
| 1Y | -46.9% | -36.7% | -10.2% | -39.0% |
| 3Y | +321.3% | -8.6% | +329.9% | +296.0% |
| All | +217.7% | -22.6% | +240.2% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling