+180.7%
HIMS vs UMC
+1,377.7%
-1,197.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | -0.7% | +9.0% | -9.7% | -3.8% |
| 30D | -8.2% | +17.2% | -25.5% | -13.6% |
| 3M | -4.7% | +11.4% | -16.1% | -10.5% |
| 6M | +6.3% | +137.5% | -131.2% | -25.2% |
| YTD | -15.3% | +193.1% | -208.4% | -46.0% |
| 1Y | -46.9% | +240.3% | -287.2% | -68.0% |
| 3Y | +321.3% | +262.2% | +59.1% | +148.5% |
| 5Y | +215.8% | +143.1% | +72.7% | +96.4% |
| All | +180.7% | +1,377.7% | -1,197.0% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling