-34.4%
HIMS vs USAR
-69.8%
+35.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.6% | -7.0% | -12.1% |
| 7D | -25.6% | -9.1% | -16.5% | -22.2% |
| 30D | -38.1% | -36.9% | -1.2% | -23.7% |
| 3M | -39.8% | -58.4% | +18.6% | -10.6% |
| All | -34.4% | -69.8% | +35.5% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling