+248.8%
ON vs HIMS
+180.6%
+68.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -4.7% | -1.4% | -3.4% | -4.5% |
| 30D | -13.5% | -10.1% | -3.4% | -12.2% |
| 3M | -36.3% | -1.2% | -35.1% | -37.2% |
| 6M | +17.8% | +16.9% | +0.8% | +10.8% |
| YTD | +29.6% | -15.5% | +45.1% | +27.1% |
| 1Y | +45.8% | -42.6% | +88.4% | +51.8% |
| 3Y | -28.3% | +320.2% | -348.6% | -63.6% |
| 5Y | +49.6% | +215.0% | -165.4% | -26.4% |
| All | +248.8% | +180.6% | +68.2% | +3.4% |
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