+101.3%
HIMS vs UNP
+108.3%
-6.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -24.1% | +4.2% | -28.3% | -25.1% |
| 30D | -28.8% | +5.6% | -34.4% | -30.0% |
| 3M | -31.4% | +2.0% | -33.5% | -32.0% |
| 6M | -18.3% | +15.4% | -33.7% | -22.5% |
| YTD | -39.2% | +32.7% | -72.0% | -45.3% |
| 1Y | -45.3% | +39.4% | -84.7% | -51.7% |
| 3Y | +181.9% | +54.3% | +127.6% | +142.9% |
| 5Y | +166.6% | +39.6% | +127.0% | +133.0% |
| All | +101.3% | +108.3% | -6.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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