+188.8%
HIMS vs USB
+22.2%
+166.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.1% | -7.7% | -8.6% |
| 7D | -18.9% | -1.5% | -17.4% | -18.2% |
| 30D | -18.4% | +4.3% | -22.7% | -20.2% |
| 3M | -24.0% | -6.1% | -17.9% | -21.7% |
| 6M | -8.6% | +9.4% | -18.0% | -14.2% |
| YTD | -25.9% | +15.2% | -41.1% | -32.6% |
| 1Y | -45.0% | +32.8% | -77.7% | -54.1% |
| 3Y | +271.3% | +91.3% | +180.0% | +162.1% |
| 5Y | +188.8% | +22.7% | +166.2% | +145.6% |
| All | +188.8% | +22.2% | +166.6% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling