+309.9%
HIMS vs U
+9.8%
+300.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.9% | -3.8% | -0.1% | -2.7% |
| 30D | -12.4% | +17.5% | -29.9% | -18.0% |
| 3M | -1.1% | +38.7% | -39.8% | -12.6% |
| 6M | +68.4% | +104.4% | -36.0% | +30.7% |
| YTD | -14.7% | -5.7% | -9.0% | -17.7% |
| 1Y | -42.4% | +3.7% | -46.1% | -47.0% |
| All | +309.9% | +9.8% | +300.1% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling