+187.4%
HIMS vs UDR
-1.2%
+188.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -0.9% | -2.1% | +1.1% | -0.4% |
| 30D | -10.8% | -5.6% | -5.2% | -9.4% |
| 3M | +3.7% | -5.8% | +9.5% | +4.9% |
| 6M | +79.0% | -1.1% | +80.1% | +77.7% |
| YTD | -13.2% | +1.6% | -14.9% | -14.9% |
| 1Y | -43.3% | -2.7% | -40.6% | -43.7% |
| 3Y | +331.4% | +6.3% | +325.1% | +319.5% |
| 5Y | +230.2% | -19.3% | +249.6% | +237.0% |
| All | +187.4% | -1.2% | +188.7% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling