+222.2%
HIMS vs USB
+40.0%
+182.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.9% | +1.4% | -5.4% | -4.7% |
| 30D | -12.4% | -1.3% | -11.1% | -12.2% |
| 3M | -1.1% | +15.2% | -16.3% | -9.4% |
| 6M | +68.4% | +18.8% | +49.6% | +51.0% |
| YTD | -14.7% | +21.0% | -35.7% | -24.5% |
| 1Y | -42.4% | +34.0% | -76.4% | -52.1% |
| 3Y | +304.5% | +95.3% | +209.2% | +180.1% |
| All | +222.2% | +40.0% | +182.2% | +143.8% |
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