+181.9%
HIMS vs UAL
+189.3%
-7.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | -24.1% | -3.0% | -21.1% | -23.6% |
| 30D | -28.8% | +10.5% | -39.3% | -32.3% |
| 3M | -31.4% | -13.5% | -17.9% | -27.8% |
| 6M | -18.3% | +14.2% | -32.5% | -23.6% |
| YTD | -39.2% | -2.2% | -37.0% | -40.4% |
| 1Y | -45.3% | +12.5% | -57.8% | -49.5% |
| 3Y | +181.9% | +186.8% | -5.0% | +99.5% |
| All | +181.9% | +189.3% | -7.5% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling