+180.7%
HIMS vs UNP
+95.8%
+84.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -8.2% | -2.7% | -5.5% | -7.5% |
| 3M | -4.7% | +6.5% | -11.2% | -7.0% |
| 6M | +6.3% | +14.4% | -8.1% | +1.0% |
| YTD | -15.3% | +24.8% | -40.1% | -22.2% |
| 1Y | -46.9% | +34.4% | -81.3% | -52.6% |
| 3Y | +321.3% | +43.6% | +277.7% | +271.3% |
| 5Y | +215.8% | +53.2% | +162.6% | +174.8% |
| All | +180.7% | +95.8% | +84.9% | +137.0% |
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