+120.1%
HIMS vs OWL
+24.2%
+95.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | -0.5% |
| 7D | -0.7% | -10.1% | +9.4% | +5.6% |
| 30D | -8.2% | -11.9% | +3.7% | -1.6% |
| 3M | -4.7% | +10.7% | -15.4% | -11.0% |
| 6M | +6.3% | +22.1% | -15.8% | -7.3% |
| YTD | -15.3% | -24.8% | +9.5% | -2.8% |
| 1Y | -46.9% | -39.2% | -7.7% | -30.8% |
| 3Y | +321.3% | +1.7% | +319.5% | +312.6% |
| 5Y | +215.8% | -15.5% | +231.3% | +221.7% |
| All | +120.1% | +24.2% | +95.9% | +85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling