+180.7%
HIMS vs OXY
+51.5%
+129.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.7% | +2.8% | -3.6% | -1.0% |
| 30D | -8.2% | +5.5% | -13.7% | -8.6% |
| 3M | -4.7% | +11.3% | -16.0% | -5.8% |
| 6M | +6.3% | +11.6% | -5.3% | +4.5% |
| YTD | -15.3% | +51.6% | -66.8% | -19.4% |
| 1Y | -46.9% | +36.2% | -83.1% | -48.9% |
| 3Y | +321.3% | +1.7% | +319.6% | +313.0% |
| 5Y | +215.8% | +164.5% | +51.4% | +195.1% |
| All | +180.7% | +51.5% | +129.2% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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