+230.2%
HIMS vs UAL
+131.8%
+98.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.9% |
| 7D | -0.9% | +3.4% | -4.4% | -2.5% |
| 30D | -10.8% | -16.5% | +5.6% | -4.1% |
| 3M | +3.7% | +2.8% | +0.9% | +2.2% |
| 6M | +79.0% | +17.6% | +61.4% | +65.7% |
| YTD | -13.2% | -3.2% | -10.0% | -14.0% |
| 1Y | -43.3% | +0.4% | -43.7% | -44.9% |
| 3Y | +331.4% | +128.2% | +203.2% | +185.4% |
| 5Y | +230.2% | +137.7% | +92.5% | +98.0% |
| All | +230.2% | +131.8% | +98.5% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling