+234.5%
ORCL vs HIMS
+188.0%
+46.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +15.0% | -0.9% | +16.0% | +15.1% |
| 30D | +10.5% | -10.8% | +21.4% | +11.6% |
| 3M | -23.0% | +3.7% | -26.7% | -23.8% |
| 6M | +7.0% | +79.0% | -72.0% | +0.1% |
| YTD | -15.8% | -13.2% | -2.6% | -16.5% |
| 1Y | -31.1% | -43.3% | +12.2% | -29.4% |
| 3Y | +33.3% | +331.4% | -298.1% | +12.4% |
| 5Y | +94.3% | +230.2% | -135.9% | +58.0% |
| All | +234.5% | +188.0% | +46.5% | +120.8% |
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