+207.9%
HIMS vs UDR
-20.7%
+228.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.1% |
| 7D | -2.7% | -3.3% | +0.5% | -1.0% |
| 30D | -12.2% | -5.6% | -6.5% | -9.6% |
| 3M | -3.7% | -9.4% | +5.7% | +0.4% |
| 6M | +25.9% | -3.0% | +28.9% | +25.1% |
| YTD | -14.1% | -0.4% | -13.7% | -16.8% |
| 1Y | -41.6% | -5.1% | -36.5% | -41.8% |
| 3Y | +327.3% | +4.2% | +323.0% | +297.7% |
| 5Y | +207.9% | -19.5% | +227.5% | +259.8% |
| All | +207.9% | -20.7% | +228.6% | +259.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling