+187.4%
HIMS vs UMC
+1,324.2%
-1,136.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | -0.1% |
| 7D | -0.9% | +6.6% | -7.5% | -3.2% |
| 30D | -10.8% | +16.6% | -27.4% | -15.9% |
| 3M | +3.7% | +11.0% | -7.3% | -2.6% |
| 6M | +79.0% | +131.3% | -52.3% | +27.4% |
| YTD | -13.2% | +182.5% | -195.7% | -44.0% |
| 1Y | -43.3% | +222.3% | -265.5% | -65.1% |
| 3Y | +331.4% | +253.0% | +78.4% | +157.0% |
| 5Y | +230.2% | +141.8% | +88.4% | +107.5% |
| All | +187.4% | +1,324.2% | -1,136.8% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling