+181.9%
HIMS vs UL
+36.1%
+145.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | +0.5% |
| 7D | -24.1% | +1.1% | -25.2% | -23.6% |
| 30D | -28.8% | +4.5% | -33.3% | -27.1% |
| 3M | -31.4% | +6.5% | -37.9% | -29.2% |
| 6M | -18.3% | +18.2% | -36.4% | -10.2% |
| YTD | -39.2% | +4.7% | -43.9% | -37.2% |
| 1Y | -45.3% | +0.8% | -46.0% | -44.5% |
| 3Y | +181.9% | +35.9% | +146.0% | +201.9% |
| All | +181.9% | +36.1% | +145.8% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling