+147.9%
HIMS vs OUST
-64.1%
+212.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +14.0% | -5.9% | +4.1% |
| 7D | -6.1% | +17.0% | -23.1% | -10.2% |
| 30D | -12.0% | -16.5% | +4.5% | -8.0% |
| 3M | -12.3% | -23.7% | +11.3% | -7.3% |
| 6M | -3.3% | +18.4% | -21.6% | -15.0% |
| YTD | -19.9% | +60.8% | -80.7% | -36.1% |
| 1Y | -37.4% | +44.2% | -81.6% | -48.6% |
| 3Y | +314.0% | +668.1% | -354.1% | +82.1% |
| 5Y | +212.1% | -48.8% | +261.0% | +169.1% |
| All | +147.9% | -64.1% | +212.0% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling