-28.0%
ORCL vs HIMS
-37.8%
+9.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | -3.9% | +9.2% | +6.0% |
| 30D | +10.0% | -12.4% | +22.4% | +12.1% |
| 3M | -32.6% | -1.1% | -31.5% | -33.1% |
| 6M | +4.9% | +68.4% | -63.5% | -2.1% |
| YTD | -17.8% | -14.7% | -3.1% | -16.6% |
| 1Y | -28.0% | -42.4% | +14.4% | -17.7% |
| All | -28.0% | -37.8% | +9.8% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling