+320.2%
HIMS vs USO
+100.7%
+219.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.3% | -1.3% |
| 7D | -1.4% | +11.5% | -12.8% | -0.6% |
| 30D | -10.1% | +24.1% | -34.2% | -8.7% |
| 3M | -1.2% | +17.9% | -19.2% | +0.9% |
| 6M | +16.9% | +49.6% | -32.7% | +14.5% |
| YTD | -15.5% | +129.0% | -144.5% | -28.1% |
| 1Y | -42.6% | +112.0% | -154.6% | -49.9% |
| All | +320.2% | +100.7% | +219.6% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 3y: compounded portfolio wealth divided by compounded USO 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…
3y analysis · Full analysis span regression · 6 months rolling