+266.5%
ON vs HIMS
+101.7%
+164.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +1.1% |
| 7D | +17.0% | -18.0% | +35.0% | +20.5% |
| 30D | -3.9% | -33.6% | +29.7% | +3.1% |
| 3M | -11.5% | -34.2% | +22.7% | -5.8% |
| 6M | -29.2% | -21.2% | -8.0% | -28.2% |
| YTD | +36.2% | -39.2% | +75.4% | +40.4% |
| 1Y | +49.6% | -49.4% | +99.1% | +59.4% |
| 3Y | +9.4% | +189.7% | -180.3% | -40.6% |
| 5Y | +25.8% | +166.6% | -140.8% | -36.5% |
| All | +266.5% | +101.7% | +164.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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