-37.7%
HIMS vs ULTA
+27.7%
-65.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.3% | +2.8% |
| 7D | -9.1% | +6.7% | -15.8% | -10.4% |
| 30D | -10.1% | +21.7% | -31.9% | -13.9% |
| 3M | -17.1% | +21.5% | -38.6% | -20.5% |
| 6M | -2.2% | +27.5% | -29.8% | -7.1% |
| YTD | -17.9% | +9.2% | -27.1% | -22.4% |
| 1Y | -37.7% | +27.9% | -65.6% | -42.4% |
| All | -37.7% | +27.7% | -65.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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