+121.7%
HIMS vs OWL
+38.2%
+83.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -3.9% | -2.2% | -1.7% | -2.6% |
| 30D | -12.4% | +3.7% | -16.1% | -14.9% |
| 3M | -1.1% | +17.5% | -18.6% | -10.6% |
| 6M | +68.4% | +18.5% | +49.9% | +48.8% |
| YTD | -14.7% | -16.3% | +1.7% | -8.0% |
| 1Y | -42.4% | -29.7% | -12.7% | -31.2% |
| 3Y | +304.5% | +14.2% | +290.4% | +270.6% |
| 5Y | +237.5% | +2.5% | +235.0% | +217.3% |
| All | +121.7% | +38.2% | +83.5% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling