+205.9%
HIMS vs USAR
+68.6%
+137.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.6% |
| 7D | -2.7% | -4.4% | +1.7% | -2.2% |
| 30D | -12.2% | -10.4% | -1.8% | -11.1% |
| 3M | -3.7% | -18.4% | +14.6% | -1.9% |
| 6M | +25.9% | -8.8% | +34.7% | +26.6% |
| YTD | -14.1% | +43.4% | -57.4% | -16.0% |
| 1Y | -41.6% | +21.0% | -62.6% | -42.6% |
| 3Y | +327.3% | +67.7% | +259.5% | +262.7% |
| All | +205.9% | +68.6% | +137.3% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling