+56.9%
ON vs HIMS
+232.5%
-175.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -1.9% | -2.7% | +0.8% | -1.4% |
| 30D | -11.0% | -12.2% | +1.2% | -9.2% |
| 3M | -39.3% | -3.7% | -35.6% | -39.9% |
| 6M | +19.8% | +25.9% | -6.1% | +10.9% |
| YTD | +31.1% | -14.1% | +45.2% | +28.1% |
| 1Y | +46.0% | -41.6% | +87.6% | +51.9% |
| 3Y | -27.5% | +327.3% | -354.8% | -68.1% |
| 5Y | +56.9% | +207.9% | -151.1% | -34.0% |
| All | +56.9% | +232.5% | -175.6% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling