-42.4%
HIMS vs UMC
+209.4%
-251.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -1.8% |
| 7D | -3.9% | +5.0% | -8.9% | -5.4% |
| 30D | -12.4% | +7.7% | -20.1% | -14.7% |
| 3M | -1.1% | +1.7% | -2.7% | -4.4% |
| 6M | +68.4% | +113.9% | -45.5% | +24.6% |
| YTD | -14.7% | +168.9% | -183.6% | -43.9% |
| 1Y | -42.4% | +207.2% | -249.6% | -63.4% |
| All | -42.4% | +209.4% | -251.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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