+187.4%
HIMS vs OVV
+230.3%
-42.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -10.8% | +8.0% | -18.8% | -11.5% |
| 3M | +3.7% | +11.3% | -7.6% | +2.1% |
| 6M | +79.0% | +24.0% | +55.0% | +73.8% |
| YTD | -13.2% | +65.3% | -78.6% | -18.6% |
| 1Y | -43.3% | +60.2% | -103.4% | -46.7% |
| 3Y | +331.4% | +46.9% | +284.5% | +307.3% |
| 5Y | +230.2% | +158.7% | +71.5% | +203.2% |
| All | +187.4% | +230.3% | -42.9% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling