+180.0%
HIMS vs UEC
+1,013.1%
-833.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.0% | +3.4% | -0.5% |
| 7D | -1.4% | -4.3% | +2.9% | -0.4% |
| 30D | -10.1% | -3.8% | -6.2% | -9.1% |
| 3M | -1.2% | +17.0% | -18.2% | -4.2% |
| 6M | +16.9% | -23.9% | +40.8% | +22.7% |
| YTD | -15.5% | -5.7% | -9.8% | -16.3% |
| 1Y | -42.6% | -12.5% | -30.0% | -42.6% |
| 3Y | +320.2% | +136.5% | +183.7% | +222.7% |
| 5Y | +215.0% | +243.3% | -28.3% | +111.2% |
| All | +180.0% | +1,013.1% | -833.1% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling