+314.0%
HIMS vs USFD
+159.2%
+154.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.2% | +8.2% |
| 7D | -6.1% | +3.0% | -9.0% | -7.9% |
| 30D | -12.0% | +11.1% | -23.0% | -17.8% |
| 3M | -12.3% | -0.3% | -12.1% | -12.5% |
| 6M | -3.3% | +15.9% | -19.2% | -15.9% |
| YTD | -19.9% | +41.6% | -61.5% | -47.2% |
| 1Y | -37.4% | +49.4% | -86.8% | -61.4% |
| 3Y | +314.0% | +157.8% | +156.2% | +82.8% |
| All | +314.0% | +159.2% | +154.8% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling