+181.9%
HIMS vs OVV
+58.8%
+123.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -24.1% | +8.0% | -32.2% | -25.6% |
| 30D | -28.8% | -2.0% | -26.8% | -28.6% |
| 3M | -31.4% | +5.4% | -36.8% | -32.7% |
| 6M | -18.3% | +14.3% | -32.5% | -22.9% |
| YTD | -39.2% | +69.4% | -108.7% | -52.5% |
| 1Y | -45.3% | +72.4% | -117.6% | -57.7% |
| 3Y | +181.9% | +58.4% | +123.5% | +124.6% |
| All | +181.9% | +58.8% | +123.1% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling