+321.3%
HIMS vs ULTA
+31.2%
+290.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.5% |
| 7D | -0.7% | -3.1% | +2.4% | +0.4% |
| 30D | -8.2% | +2.8% | -11.0% | -9.3% |
| 3M | -4.7% | +14.8% | -19.5% | -9.7% |
| 6M | +6.3% | -16.2% | +22.5% | +12.1% |
| YTD | -15.3% | -9.6% | -5.7% | -13.6% |
| 1Y | -46.9% | +4.8% | -51.6% | -49.2% |
| 3Y | +321.3% | +30.7% | +290.6% | +200.8% |
| All | +321.3% | +31.2% | +290.0% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling