+327.3%
HIMS vs UEC
+146.8%
+180.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -12.2% | +1.9% | -14.1% | -12.5% |
| 3M | -3.7% | +8.9% | -12.6% | -5.9% |
| 6M | +25.9% | -14.5% | +40.4% | +28.9% |
| YTD | -14.1% | -0.7% | -13.4% | -17.0% |
| 1Y | -41.6% | -4.1% | -37.6% | -43.3% |
| All | +327.3% | +146.8% | +180.5% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling