+109.8%
HIMS vs USAR
-21.7%
+131.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.6% | -7.0% | -15.3% |
| 7D | -25.6% | -9.1% | -16.5% | -24.6% |
| 30D | -38.1% | -36.9% | -1.2% | -34.4% |
| 3M | -39.8% | -58.4% | +18.6% | -33.0% |
| 6M | -32.3% | -70.6% | +38.3% | -22.6% |
| YTD | -41.1% | -33.4% | -7.6% | -36.7% |
| 1Y | -53.4% | -54.0% | +0.6% | -49.2% |
| 3Y | +180.9% | -22.7% | +203.6% | +160.3% |
| All | +109.8% | -21.7% | +131.5% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling