+112.3%
HIMS vs OVV
+228.6%
-116.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.0% | +5.7% | +8.5% |
| 7D | -21.9% | +1.2% | -23.2% | -22.0% |
| 30D | -32.1% | -2.5% | -29.5% | -32.0% |
| 3M | -31.8% | +0.5% | -32.3% | -31.9% |
| 6M | -28.6% | +8.5% | -37.1% | -29.6% |
| YTD | -35.9% | +64.5% | -100.4% | -39.9% |
| 1Y | -47.6% | +64.7% | -112.3% | -51.0% |
| 3Y | +205.6% | +54.1% | +151.4% | +187.3% |
| 5Y | +170.3% | +95.4% | +74.8% | +149.6% |
| All | +112.3% | +228.6% | -116.2% | +88.0% |
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