+162.6%
ORCL vs HIMS
+101.7%
+60.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.4% |
| 7D | +10.4% | -18.0% | +28.4% | +12.5% |
| 30D | -11.2% | -33.6% | +22.4% | -7.3% |
| 3M | -16.8% | -34.2% | +17.4% | -13.3% |
| 6M | -31.5% | -21.2% | -10.3% | -30.1% |
| YTD | -33.9% | -39.2% | +5.3% | -31.9% |
| 1Y | -43.3% | -49.4% | +6.2% | -40.6% |
| 3Y | +16.5% | +189.7% | -173.3% | +2.3% |
| 5Y | +45.4% | +166.6% | -121.2% | +23.1% |
| All | +162.6% | +101.7% | +60.9% | +79.9% |
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