+184.7%
HIMS vs ORLY
+230.2%
-45.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.6% |
| 30D | -12.2% | -6.7% | -5.5% | -11.3% |
| 3M | -3.7% | -3.8% | +0.1% | -3.5% |
| 6M | +25.9% | -9.0% | +34.9% | +27.3% |
| YTD | -14.1% | -5.6% | -8.5% | -13.9% |
| 1Y | -41.6% | -19.5% | -22.1% | -39.5% |
| 3Y | +327.3% | +34.7% | +292.5% | +292.3% |
| 5Y | +207.9% | +118.0% | +89.9% | +159.7% |
| All | +184.7% | +230.2% | -45.5% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling