+180.7%
HIMS vs UDR
-3.9%
+184.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -3.5% | +2.7% | +0.3% |
| 30D | -8.2% | -5.3% | -2.9% | -6.9% |
| 3M | -4.7% | -9.5% | +4.8% | -2.5% |
| 6M | +6.3% | -0.7% | +7.0% | +5.4% |
| YTD | -15.3% | -1.2% | -14.1% | -16.3% |
| 1Y | -46.9% | -5.7% | -41.1% | -46.7% |
| 3Y | +321.3% | +3.7% | +317.6% | +312.5% |
| 5Y | +215.8% | -18.9% | +234.8% | +224.3% |
| All | +180.7% | -3.9% | +184.6% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded UDR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling