+215.0%
HIMS vs USO
+223.2%
-8.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.3% | -1.5% |
| 7D | -1.4% | +11.5% | -12.8% | -1.1% |
| 30D | -10.1% | +24.1% | -34.2% | -9.6% |
| 3M | -1.2% | +17.9% | -19.2% | -0.3% |
| 6M | +16.9% | +49.6% | -32.7% | +14.9% |
| YTD | -15.5% | +129.0% | -144.5% | -22.6% |
| 1Y | -42.6% | +112.0% | -154.6% | -46.8% |
| 3Y | +320.2% | +102.3% | +217.9% | +292.7% |
| 5Y | +215.0% | +224.5% | -9.5% | +127.3% |
| All | +215.0% | +223.2% | -8.2% | +127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling