+88.1%
HIMS vs OUST
-65.5%
+153.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.5% | +8.5% | +2.4% |
| 7D | -24.1% | -3.8% | -20.3% | -23.8% |
| 30D | -28.8% | +5.1% | -33.9% | -30.6% |
| 3M | -31.4% | -25.8% | -5.6% | -27.1% |
| 6M | -18.3% | -2.0% | -16.2% | -23.5% |
| YTD | -39.2% | +54.7% | -93.9% | -51.3% |
| 1Y | -45.3% | +48.8% | -94.1% | -55.8% |
| 3Y | +181.9% | +607.8% | -426.0% | +26.5% |
| 5Y | +166.6% | -52.7% | +219.3% | +134.4% |
| All | +88.1% | -65.5% | +153.6% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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