+184.7%
HIMS vs ULTA
+138.1%
+46.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | -12.2% | -1.2% | -10.9% | -12.0% |
| 3M | -3.7% | +13.4% | -17.1% | -7.5% |
| 6M | +25.9% | -15.6% | +41.5% | +31.3% |
| YTD | -14.1% | -10.4% | -3.6% | -12.2% |
| 1Y | -41.6% | +5.5% | -47.1% | -43.5% |
| 3Y | +327.3% | +31.0% | +296.3% | +279.2% |
| 5Y | +207.9% | +41.8% | +166.1% | +168.5% |
| All | +184.7% | +138.1% | +46.6% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling