+134.1%
HIMS vs UAL
+33.1%
+100.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.8% | -18.5% | -13.4% |
| 7D | -9.1% | +10.2% | -19.3% | -11.4% |
| 30D | -25.8% | +12.0% | -37.8% | -28.0% |
| 3M | -27.4% | -7.1% | -20.3% | -26.5% |
| 6M | -18.9% | +20.9% | -39.7% | -22.8% |
| YTD | -29.4% | +7.7% | -37.0% | -31.4% |
| 1Y | -44.1% | +23.6% | -67.6% | -47.5% |
| 3Y | +246.0% | +222.6% | +23.4% | +169.3% |
| 5Y | +177.1% | +127.9% | +49.1% | +120.1% |
| All | +134.1% | +33.1% | +100.9% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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