-42.6%
HIMS vs UL
-10.0%
-32.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -2.3% |
| 7D | -1.4% | -4.1% | +2.7% | -3.4% |
| 30D | -10.1% | -1.2% | -8.9% | -10.6% |
| 3M | -1.2% | +6.0% | -7.2% | +2.7% |
| 6M | +16.9% | -5.5% | +22.4% | +11.6% |
| YTD | -15.5% | -3.3% | -12.2% | -18.0% |
| 1Y | -42.6% | -9.8% | -32.8% | -45.7% |
| All | -42.6% | -10.0% | -32.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling