+187.4%
HIMS vs USHY
+38.0%
+149.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -10.8% | 0.0% | -10.8% | -10.7% |
| 3M | +3.7% | +1.2% | +2.5% | +1.9% |
| 6M | +79.0% | +2.6% | +76.4% | +72.8% |
| YTD | -13.2% | +2.4% | -15.7% | -15.9% |
| 1Y | -43.3% | +4.2% | -47.5% | -46.5% |
| 3Y | +331.4% | +28.0% | +303.4% | +210.9% |
| 5Y | +230.2% | +21.8% | +208.5% | +143.9% |
| All | +187.4% | +38.0% | +149.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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