+187.4%
HIMS vs UL
+17.8%
+169.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.9% |
| 30D | -10.8% | +0.9% | -11.7% | -10.9% |
| 3M | +3.7% | +14.2% | -10.6% | +3.3% |
| 6M | +79.0% | -3.2% | +82.2% | +79.6% |
| YTD | -13.2% | -0.3% | -12.9% | -13.3% |
| 1Y | -43.3% | -8.8% | -34.5% | -42.9% |
| 3Y | +331.4% | +23.9% | +307.5% | +306.8% |
| 5Y | +230.2% | +21.4% | +208.9% | +206.5% |
| All | +187.4% | +17.8% | +169.7% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling