+207.7%
HIMS vs U
-66.8%
+274.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.5% | +2.6% | +6.2% |
| 7D | -6.1% | +36.6% | -42.6% | -16.4% |
| 30D | -12.0% | +13.3% | -25.3% | -16.5% |
| 3M | -12.3% | +26.2% | -38.5% | -20.3% |
| 6M | -3.3% | +88.7% | -92.0% | -24.1% |
| YTD | -19.9% | +16.6% | -36.5% | -29.2% |
| 1Y | -37.4% | +29.0% | -66.3% | -46.7% |
| 3Y | +314.0% | +99.5% | +214.5% | +173.7% |
| All | +207.7% | -66.8% | +274.5% | +238.0% |
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