+95.2%
HIMS vs USB
+46.3%
+48.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -25.6% | +1.4% | -27.0% | -25.9% |
| 30D | -38.1% | +6.4% | -44.6% | -39.4% |
| 3M | -39.8% | -4.5% | -35.3% | -39.1% |
| 6M | -32.3% | +11.4% | -43.7% | -35.2% |
| YTD | -41.1% | +17.1% | -58.2% | -44.5% |
| 1Y | -53.4% | +32.6% | -86.0% | -57.9% |
| 3Y | +180.9% | +101.8% | +79.1% | +130.2% |
| 5Y | +138.5% | +25.1% | +113.4% | +108.9% |
| All | +95.2% | +46.3% | +48.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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