+125.4%
HIMS vs OWL
+32.0%
+93.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +4.3% |
| 7D | -0.9% | -3.9% | +3.0% | +1.2% |
| 30D | -10.8% | -3.7% | -7.2% | -9.6% |
| 3M | +3.7% | +21.4% | -17.7% | -8.2% |
| 6M | +79.0% | +18.3% | +60.6% | +58.2% |
| YTD | -13.2% | -20.1% | +6.9% | -4.0% |
| 1Y | -43.3% | -32.8% | -10.5% | -30.5% |
| 3Y | +331.4% | +8.6% | +322.8% | +306.9% |
| 5Y | +230.2% | -4.5% | +234.7% | +220.2% |
| All | +125.4% | +32.0% | +93.4% | +83.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling