+101.3%
HIMS vs UEC
+586.9%
-485.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.8% | -3.8% |
| 7D | -18.0% | +4.9% | -22.9% | -19.1% |
| 30D | -33.6% | -17.5% | -16.1% | -30.5% |
| 3M | -34.2% | -40.1% | +6.0% | -25.7% |
| 6M | -21.2% | -56.1% | +35.0% | -5.6% |
| YTD | -39.2% | -41.8% | +2.5% | -32.6% |
| 1Y | -49.4% | -44.8% | -4.6% | -43.3% |
| 3Y | +189.7% | +20.6% | +169.2% | +159.7% |
| 5Y | +166.6% | +24.3% | +142.3% | +116.7% |
| All | +101.3% | +586.9% | -485.5% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling