+226.8%
ORCL vs HIMS
+183.3%
+43.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +5.3% | -3.9% | +9.2% | +5.7% |
| 30D | +10.0% | -12.4% | +22.4% | +11.2% |
| 3M | -32.6% | -1.1% | -31.5% | -32.9% |
| 6M | +4.9% | +68.4% | -63.5% | -1.3% |
| YTD | -17.8% | -14.7% | -3.1% | -18.2% |
| 1Y | -28.0% | -42.4% | +14.4% | -26.4% |
| 3Y | +36.0% | +304.5% | -268.5% | +15.2% |
| 5Y | +88.7% | +237.5% | -148.8% | +53.9% |
| All | +226.8% | +183.3% | +43.5% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling