+112.3%
HIMS vs USFD
+158.2%
-45.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.8% |
| 7D | -21.9% | -0.2% | -21.8% | -21.9% |
| 30D | -32.1% | +12.3% | -44.4% | -34.1% |
| 3M | -31.8% | -0.7% | -31.1% | -31.9% |
| 6M | -28.6% | +31.3% | -59.9% | -34.3% |
| YTD | -35.9% | +45.7% | -81.6% | -43.2% |
| 1Y | -47.6% | +52.1% | -99.8% | -54.1% |
| 3Y | +205.6% | +158.2% | +47.3% | +143.9% |
| 5Y | +170.3% | +213.8% | -43.5% | +107.1% |
| All | +112.3% | +158.2% | -45.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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