+57.8%
HIMS vs OWL
+17.3%
+40.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -24.1% | +1.5% | -25.7% | -25.3% |
| 30D | -28.8% | +13.4% | -42.3% | -34.6% |
| 3M | -31.4% | -21.2% | -10.2% | -21.9% |
| 6M | -18.3% | +4.0% | -22.3% | -21.8% |
| YTD | -39.2% | -29.0% | -10.2% | -28.6% |
| 1Y | -45.3% | -28.4% | -16.8% | -36.1% |
| 3Y | +181.9% | -14.5% | +196.4% | +203.2% |
| 5Y | +166.6% | -21.5% | +188.1% | +178.9% |
| All | +57.8% | +17.3% | +40.6% | +36.4% |
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