+210.1%
HIMS vs U
-67.0%
+277.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.3% |
| 7D | -0.7% | +5.5% | -6.2% | -2.6% |
| 30D | -8.2% | -1.3% | -6.9% | -8.0% |
| 3M | -4.7% | +64.6% | -69.3% | -20.6% |
| 6M | +6.3% | +119.4% | -113.1% | -19.9% |
| YTD | -15.3% | -0.5% | -14.8% | -19.8% |
| 1Y | -46.9% | +1.3% | -48.1% | -50.7% |
| 3Y | +321.3% | +15.6% | +305.7% | +237.6% |
| All | +210.1% | -67.0% | +277.1% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling