+128.2%
HIMS vs USAR
-18.3%
+146.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +4.4% | +4.4% | +8.2% |
| 7D | -21.9% | +0.8% | -22.7% | -21.9% |
| 30D | -32.1% | -30.1% | -2.0% | -28.9% |
| 3M | -31.8% | -56.3% | +24.5% | -24.5% |
| 6M | -28.6% | -68.6% | +40.0% | -18.9% |
| YTD | -35.9% | -30.5% | -5.4% | -31.5% |
| 1Y | -47.6% | -53.5% | +5.8% | -43.2% |
| 3Y | +205.6% | -19.3% | +224.9% | +181.6% |
| All | +128.2% | -18.3% | +146.5% | +114.3% |
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