+180.0%
HIMS vs USFR
+21.9%
+158.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.5% |
| 7D | -1.4% | +0.1% | -1.4% | -0.9% |
| 30D | -10.1% | +0.3% | -10.4% | -8.2% |
| 3M | -1.2% | +1.0% | -2.2% | +5.3% |
| 6M | +16.9% | +1.9% | +15.0% | +32.5% |
| YTD | -15.5% | +2.7% | -18.2% | -0.4% |
| 1Y | -42.6% | +4.0% | -46.6% | -27.8% |
| 3Y | +320.2% | +14.1% | +306.2% | +727.8% |
| 5Y | +215.0% | +20.5% | +194.6% | +735.9% |
| All | +180.0% | +21.9% | +158.1% | +645.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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