+180.7%
HIMS vs ULTA
+140.2%
+40.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | -8.2% | +2.8% | -11.0% | -9.1% |
| 3M | -4.7% | +14.8% | -19.5% | -8.8% |
| 6M | +6.3% | -16.2% | +22.5% | +11.0% |
| YTD | -15.3% | -9.6% | -5.7% | -13.7% |
| 1Y | -46.9% | +4.8% | -51.6% | -48.5% |
| 3Y | +321.3% | +30.7% | +290.6% | +274.0% |
| 5Y | +215.8% | +45.9% | +170.0% | +174.2% |
| All | +180.7% | +140.2% | +40.5% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling