+246.0%
HIMS vs OUST
+794.9%
-548.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +10.8% | -22.6% | -14.9% |
| 7D | -9.1% | +36.7% | -45.8% | -17.6% |
| 30D | -25.8% | -3.3% | -22.5% | -26.0% |
| 3M | -27.4% | -11.1% | -16.3% | -26.7% |
| 6M | -18.9% | +53.1% | -71.9% | -34.8% |
| YTD | -29.4% | +78.2% | -107.6% | -46.5% |
| 1Y | -44.1% | +50.0% | -94.1% | -55.7% |
| 3Y | +246.0% | +836.2% | -590.2% | +69.7% |
| All | +246.0% | +794.9% | -548.9% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling