+210.1%
HIMS vs OTIS
-17.8%
+227.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | -0.7% | -3.0% | +2.2% | +0.7% |
| 30D | -8.2% | -6.0% | -2.2% | -5.6% |
| 3M | -4.7% | -0.9% | -3.8% | -5.1% |
| 6M | +6.3% | -17.3% | +23.6% | +16.3% |
| YTD | -15.3% | -19.6% | +4.3% | -7.0% |
| 1Y | -46.9% | -21.0% | -25.8% | -41.1% |
| 3Y | +321.3% | -12.1% | +333.4% | +308.9% |
| All | +210.1% | -17.8% | +227.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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