+149.3%
HIMS vs U
-43.3%
+192.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.7% | +4.4% | -7.1% | -4.1% |
| 30D | -12.2% | -1.3% | -10.9% | -12.0% |
| 3M | -3.7% | +49.6% | -53.3% | -16.4% |
| 6M | +25.9% | +100.2% | -74.3% | -1.0% |
| YTD | -14.1% | -3.7% | -10.4% | -17.5% |
| 1Y | -41.6% | -6.5% | -35.1% | -44.1% |
| 3Y | +327.3% | +12.9% | +314.4% | +250.6% |
| 5Y | +207.9% | -68.3% | +276.2% | +219.7% |
| All | +149.3% | -43.3% | +192.6% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling