+230.2%
HIMS vs USFD
+214.9%
+15.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | -0.9% | -3.3% | +2.4% | +1.3% |
| 30D | -10.8% | -5.3% | -5.5% | -7.6% |
| 3M | +3.7% | +18.8% | -15.1% | -10.5% |
| 6M | +79.0% | +14.3% | +64.7% | +58.1% |
| YTD | -13.2% | +36.9% | -50.1% | -36.1% |
| 1Y | -43.3% | +31.7% | -75.0% | -57.0% |
| 3Y | +331.4% | +164.5% | +166.9% | +107.1% |
| 5Y | +230.2% | +212.6% | +17.7% | +39.5% |
| All | +230.2% | +214.9% | +15.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling