+20.0%
ON vs HIMS
+160.3%
-140.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +12.2% | -24.1% | +36.4% | +17.5% |
| 30D | -3.1% | -28.8% | +25.7% | +2.6% |
| 3M | -12.9% | -31.4% | +18.5% | -7.9% |
| 6M | -38.6% | -18.3% | -20.3% | -38.2% |
| YTD | +31.2% | -39.2% | +70.5% | +35.5% |
| 1Y | +47.6% | -45.3% | +92.9% | +55.2% |
| 3Y | +6.6% | +181.9% | -175.2% | -49.2% |
| All | +20.0% | +160.3% | -140.3% | -51.5% |
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