+187.4%
HIMS vs USO
+58.9%
+128.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.7% |
| 7D | -0.9% | +3.6% | -4.5% | -0.9% |
| 30D | -10.8% | +23.8% | -34.6% | -10.4% |
| 3M | +3.7% | +8.1% | -4.4% | +4.2% |
| 6M | +79.0% | +34.3% | +44.7% | +78.2% |
| YTD | -13.2% | +111.1% | -124.4% | -16.0% |
| 1Y | -43.3% | +99.9% | -143.2% | -44.9% |
| 3Y | +331.4% | +86.5% | +244.9% | +320.8% |
| 5Y | +230.2% | +200.5% | +29.7% | +221.6% |
| All | +187.4% | +58.9% | +128.6% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling