+207.9%
HIMS vs UL
+19.6%
+188.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -2.7% | -3.2% | +0.5% | -2.7% |
| 30D | -12.2% | -0.6% | -11.6% | -12.2% |
| 3M | -3.7% | +9.4% | -13.2% | -3.9% |
| 6M | +25.9% | -4.1% | +30.0% | +26.6% |
| YTD | -14.1% | -2.0% | -12.1% | -14.1% |
| 1Y | -41.6% | -9.0% | -32.6% | -41.1% |
| 3Y | +327.3% | +21.8% | +305.4% | +283.0% |
| 5Y | +207.9% | +20.6% | +187.4% | +153.7% |
| All | +207.9% | +19.6% | +188.3% | +153.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling