-37.7%
HIMS vs OWL
-28.0%
-9.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.4% |
| 7D | -9.1% | +10.1% | -19.2% | -13.2% |
| 30D | -10.1% | +18.7% | -28.9% | -16.9% |
| 3M | -17.1% | -6.2% | -10.9% | -15.8% |
| 6M | -2.2% | +9.8% | -12.0% | -7.5% |
| YTD | -17.9% | -24.2% | +6.3% | -13.0% |
| 1Y | -37.7% | -26.6% | -11.1% | -32.7% |
| All | -37.7% | -28.0% | -9.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling