+139.9%
ORCL vs HIMS
+165.8%
-26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.2% | -0.1% |
| 7D | -11.2% | -6.1% | -5.1% | -10.5% |
| 30D | -18.8% | -12.0% | -6.8% | -17.6% |
| 3M | -18.8% | -12.3% | -6.4% | -17.8% |
| 6M | -39.7% | -3.3% | -36.5% | -39.9% |
| YTD | -39.6% | -19.9% | -19.7% | -39.5% |
| 1Y | -51.7% | -37.4% | -14.4% | -50.6% |
| 3Y | +10.2% | +314.0% | -303.8% | -6.3% |
| 5Y | +30.8% | +212.1% | -181.3% | +7.4% |
| All | +139.9% | +165.8% | -26.0% | +59.8% |
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 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