+207.7%
HIMS vs UAL
+109.3%
+98.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.0% | +6.0% | +7.2% |
| 7D | -6.1% | +8.2% | -14.2% | -9.4% |
| 30D | -12.0% | +2.3% | -14.3% | -12.9% |
| 3M | -12.3% | -12.7% | +0.3% | -7.5% |
| 6M | -3.3% | +12.7% | -16.0% | -9.0% |
| YTD | -19.9% | +0.8% | -20.7% | -22.1% |
| 1Y | -37.4% | +17.8% | -55.2% | -43.3% |
| 3Y | +314.0% | +206.7% | +107.3% | +137.7% |
| All | +207.7% | +109.3% | +98.4% | +81.9% |
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