+210.9%
HIMS vs UNP
+50.3%
+160.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -10.8% | -1.1% | -9.7% | -10.4% |
| 3M | +3.7% | +7.9% | -4.2% | -0.3% |
| 6M | +79.0% | +14.6% | +64.3% | +65.9% |
| YTD | -13.2% | +26.6% | -39.8% | -24.2% |
| 1Y | -43.3% | +35.6% | -78.8% | -52.5% |
| 3Y | +331.4% | +45.5% | +285.9% | +251.1% |
| All | +210.9% | +50.3% | +160.6% | +152.1% |
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