-37.7%
HIMS vs OSCR
+104.5%
-142.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -4.8% | +1.5% |
| 7D | -9.1% | +15.5% | -24.5% | -12.5% |
| 30D | -10.1% | +8.5% | -18.7% | -12.2% |
| 3M | -17.1% | +15.8% | -32.9% | -20.9% |
| 6M | -2.2% | +89.5% | -91.7% | -21.2% |
| YTD | -17.9% | +144.9% | -162.8% | -40.7% |
| 1Y | -37.7% | +105.1% | -142.8% | -52.9% |
| All | -37.7% | +104.5% | -142.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling