+182.8%
HIMS vs USFD
+144.8%
+38.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.9% | -3.0% | -0.9% | -3.2% |
| 30D | -12.4% | +3.5% | -16.0% | -13.3% |
| 3M | -1.1% | +26.6% | -27.6% | -7.8% |
| 6M | +68.4% | +11.7% | +56.7% | +62.3% |
| YTD | -14.7% | +38.1% | -52.8% | -23.2% |
| 1Y | -42.4% | +33.4% | -75.8% | -47.6% |
| 3Y | +304.5% | +155.8% | +148.7% | +225.4% |
| 5Y | +237.5% | +214.0% | +23.5% | +162.1% |
| All | +182.8% | +144.8% | +38.0% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling