+165.3%
HIMS vs USB
+43.2%
+122.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.5% | +8.6% | +8.2% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | -12.0% | +5.8% | -17.8% | -13.6% |
| 3M | -12.3% | -6.0% | -6.4% | -10.8% |
| 6M | -3.3% | +7.8% | -11.0% | -6.2% |
| YTD | -19.9% | +14.6% | -34.5% | -24.0% |
| 1Y | -37.4% | +31.8% | -69.2% | -43.3% |
| 3Y | +314.0% | +91.5% | +222.5% | +244.2% |
| 5Y | +212.1% | +22.0% | +190.1% | +175.7% |
| All | +165.3% | +43.2% | +122.1% | +126.6% |
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