-12.3%
HIMS vs UAL
-14.4%
+2.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.0% | +6.0% | +7.2% |
| 7D | -6.1% | +8.2% | -14.2% | -8.3% |
| 30D | -12.0% | +2.3% | -14.3% | -13.2% |
| 3M | -12.3% | -12.7% | +0.3% | -14.8% |
| All | -12.3% | -14.4% | +2.1% | -14.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling