+203.8%
HIMS vs USAR
+74.0%
+129.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | -2.1% | -1.8% | -3.7% |
| 30D | -12.4% | +2.6% | -15.1% | -12.7% |
| 3M | -1.1% | -35.0% | +33.9% | +2.8% |
| 6M | +68.4% | -6.9% | +75.3% | +68.9% |
| YTD | -14.7% | +48.0% | -62.6% | -16.9% |
| 1Y | -42.4% | +24.8% | -67.2% | -43.5% |
| 3Y | +304.5% | +73.2% | +231.3% | +242.2% |
| All | +203.8% | +74.0% | +129.8% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling