+320.2%
HIMS vs UMC
+252.9%
+67.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.6% |
| 7D | -1.4% | +11.4% | -12.7% | -5.8% |
| 30D | -10.1% | +16.8% | -26.9% | -16.2% |
| 3M | -1.2% | +19.1% | -20.3% | -12.2% |
| 6M | +16.9% | +137.4% | -120.5% | -28.2% |
| YTD | -15.5% | +186.4% | -201.9% | -55.9% |
| 1Y | -42.6% | +229.1% | -271.7% | -72.8% |
| All | +320.2% | +252.9% | +67.3% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling