+222.2%
HIMS vs OUST
-56.2%
+278.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | -3.9% | +5.2% | -9.1% | -5.3% |
| 30D | -12.4% | -19.3% | +6.8% | -7.8% |
| 3M | -1.1% | -22.6% | +21.6% | +1.4% |
| 6M | +68.4% | +62.8% | +5.7% | +36.7% |
| YTD | -14.7% | +68.3% | -83.0% | -32.2% |
| 1Y | -42.4% | +28.5% | -70.9% | -51.8% |
| 3Y | +304.5% | +554.0% | -249.5% | +85.5% |
| All | +222.2% | -56.2% | +278.4% | +331.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling