+181.2%
HIMS vs UNP
+40.3%
+140.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | -21.9% | -2.1% | -19.9% | -21.4% |
| 30D | -32.1% | +7.3% | -39.4% | -34.1% |
| 3M | -31.8% | +3.6% | -35.4% | -33.0% |
| 6M | -28.6% | +15.8% | -44.4% | -34.1% |
| YTD | -35.9% | +32.6% | -68.5% | -45.5% |
| 1Y | -47.6% | +37.2% | -84.9% | -56.4% |
| 3Y | +205.6% | +52.6% | +153.0% | +140.9% |
| All | +181.2% | +40.3% | +140.9% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling