+321.3%
HIMS vs OSCR
+401.8%
-80.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | -8.2% | +10.7% | -18.9% | -10.6% |
| 3M | -4.7% | +13.4% | -18.1% | -7.8% |
| 6M | +6.3% | +144.6% | -138.3% | -15.5% |
| YTD | -15.3% | +128.0% | -143.3% | -31.9% |
| 1Y | -46.9% | +68.7% | -115.5% | -55.0% |
| 3Y | +321.3% | +398.8% | -77.5% | +115.1% |
| All | +321.3% | +401.8% | -80.6% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling