-42.4%
HIMS vs USAR
+27.9%
-70.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | -2.1% | -1.8% | -3.4% |
| 30D | -12.4% | +2.6% | -15.1% | -13.2% |
| 3M | -1.1% | -35.0% | +33.9% | +8.2% |
| 6M | +68.4% | -6.9% | +75.3% | +67.0% |
| YTD | -14.7% | +48.0% | -62.6% | -22.9% |
| 1Y | -42.4% | +24.8% | -67.2% | -45.0% |
| All | -42.4% | +27.9% | -70.3% | -45.0% |
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