+210.1%
HIMS vs OSCR
+96.8%
+113.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.2% |
| 30D | -8.2% | +10.7% | -18.9% | -11.0% |
| 3M | -4.7% | +13.4% | -18.1% | -8.4% |
| 6M | +6.3% | +144.6% | -138.3% | -18.5% |
| YTD | -15.3% | +128.0% | -143.3% | -34.3% |
| 1Y | -46.9% | +68.7% | -115.5% | -56.1% |
| 3Y | +321.3% | +398.8% | -77.5% | +121.9% |
| All | +210.1% | +96.8% | +113.3% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling