+225.3%
HIMS vs ONON
-23.0%
+248.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +2.7% |
| 7D | -0.9% | -1.7% | +0.7% | -0.3% |
| 30D | -10.8% | -27.4% | +16.6% | +0.4% |
| 3M | +3.7% | -26.5% | +30.2% | +15.6% |
| 6M | +79.0% | -34.2% | +113.2% | +106.9% |
| YTD | -13.2% | -41.3% | +28.1% | +4.6% |
| 1Y | -43.3% | -39.7% | -3.6% | -33.5% |
| 3Y | +331.4% | -7.8% | +339.2% | +304.1% |
| All | +225.3% | -23.0% | +248.3% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling