+222.2%
HIMS vs OVV
+160.2%
+62.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | -12.4% | +11.7% | -24.2% | -14.9% |
| 3M | -1.1% | +9.8% | -10.9% | -4.5% |
| 6M | +68.4% | +26.6% | +41.9% | +55.0% |
| YTD | -14.7% | +67.0% | -81.7% | -28.1% |
| 1Y | -42.4% | +55.9% | -98.3% | -50.8% |
| 3Y | +304.5% | +45.5% | +259.0% | +246.6% |
| All | +222.2% | +160.2% | +62.0% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling