+207.9%
HIMS vs USFR
+20.4%
+187.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.2% |
| 30D | -12.2% | +0.3% | -12.5% | -10.1% |
| 3M | -3.7% | +1.0% | -4.7% | +4.8% |
| 6M | +25.9% | +1.9% | +24.0% | +48.2% |
| YTD | -14.1% | +2.7% | -16.7% | +5.4% |
| 1Y | -41.6% | +4.0% | -45.6% | -22.9% |
| 3Y | +327.3% | +14.0% | +313.2% | +785.3% |
| 5Y | +207.9% | +20.4% | +187.5% | +711.4% |
| All | +207.9% | +20.4% | +187.5% | +711.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling