+141.5%
HIMS vs USFR
+21.4%
+120.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.2% |
| 7D | -24.1% | +0.1% | -24.2% | -23.6% |
| 30D | -28.8% | +0.4% | -29.2% | -26.4% |
| 3M | -31.4% | +1.1% | -32.5% | -24.6% |
| 6M | -18.3% | +2.0% | -20.3% | -1.9% |
| YTD | -39.2% | +3.5% | -42.7% | -19.2% |
| 1Y | -45.3% | +4.1% | -49.4% | -24.6% |
| 3Y | +181.9% | +14.4% | +167.5% | +526.3% |
| All | +141.5% | +21.4% | +120.1% | +566.7% |
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