-37.7%
HIMS vs USAR
-49.3%
+11.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +5.8% |
| 7D | -9.1% | -21.8% | +12.7% | -1.0% |
| 30D | -10.1% | -39.9% | +29.8% | +6.5% |
| 3M | -17.1% | -52.5% | +35.4% | +6.1% |
| 6M | -2.2% | -67.9% | +65.7% | +37.7% |
| YTD | -17.9% | -31.1% | +13.2% | -12.7% |
| 1Y | -37.7% | -49.8% | +12.1% | -28.9% |
| All | -37.7% | -49.3% | +11.6% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling