+182.8%
HIMS vs USFR
+21.8%
+161.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -3.5% |
| 30D | -12.4% | +0.3% | -12.7% | -10.7% |
| 3M | -1.1% | +1.0% | -2.1% | +5.8% |
| 6M | +68.4% | +1.9% | +66.5% | +91.1% |
| YTD | -14.7% | +2.6% | -17.3% | +0.2% |
| 1Y | -42.4% | +4.0% | -46.4% | -27.7% |
| 3Y | +304.5% | +14.1% | +290.4% | +698.0% |
| 5Y | +237.5% | +20.4% | +217.1% | +792.0% |
| All | +182.8% | +21.8% | +161.0% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling