+210.1%
HIMS vs ORLY
+116.6%
+93.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -0.7% | -2.4% | +1.6% | -0.2% |
| 30D | -8.2% | -6.8% | -1.4% | -6.7% |
| 3M | -4.7% | -4.8% | 0.0% | -4.1% |
| 6M | +6.3% | -9.1% | +15.4% | +8.2% |
| YTD | -15.3% | -5.9% | -9.4% | -15.1% |
| 1Y | -46.9% | -20.4% | -26.4% | -43.3% |
| 3Y | +321.3% | +36.6% | +284.7% | +250.6% |
| All | +210.1% | +116.6% | +93.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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