+94.3%
ORCL vs HIMS
+221.2%
-126.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.1% |
| 7D | +15.0% | -0.9% | +16.0% | +15.1% |
| 30D | +10.5% | -10.8% | +21.4% | +11.9% |
| 3M | -23.0% | +3.7% | -26.7% | -24.0% |
| 6M | +7.0% | +79.0% | -72.0% | -1.8% |
| YTD | -15.8% | -13.2% | -2.6% | -16.6% |
| 1Y | -31.1% | -43.3% | +12.2% | -28.9% |
| 3Y | +33.3% | +331.4% | -298.1% | -0.9% |
| 5Y | +94.3% | +230.2% | -135.9% | +33.7% |
| All | +94.3% | +221.2% | -126.9% | +33.7% |
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 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