+101.3%
HIMS vs UEC
+572.7%
-471.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.5% |
| 7D | -24.1% | -3.8% | -20.4% | -23.6% |
| 30D | -28.8% | -13.5% | -15.3% | -26.3% |
| 3M | -31.4% | -40.5% | +9.1% | -22.5% |
| 6M | -18.3% | -56.7% | +38.4% | -1.8% |
| YTD | -39.2% | -43.0% | +3.7% | -32.3% |
| 1Y | -45.3% | -42.5% | -2.7% | -39.2% |
| 3Y | +181.9% | +11.6% | +170.3% | +156.9% |
| 5Y | +166.6% | +21.8% | +144.9% | +117.8% |
| All | +101.3% | +572.7% | -471.4% | +38.3% |
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