+105.0%
HIMS vs U
-31.4%
+136.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.7% |
| 7D | -9.1% | +32.3% | -41.4% | -17.7% |
| 30D | -25.8% | +9.7% | -35.5% | -28.7% |
| 3M | -27.4% | +19.6% | -47.0% | -32.5% |
| 6M | -18.9% | +82.6% | -101.5% | -35.0% |
| YTD | -29.4% | +16.4% | -45.8% | -37.1% |
| 1Y | -44.1% | +28.5% | -72.6% | -52.0% |
| 3Y | +246.0% | +103.8% | +142.2% | +133.3% |
| 5Y | +177.1% | -70.0% | +247.1% | +182.8% |
| All | +105.0% | -31.4% | +136.4% | +68.4% |
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