+127.2%
HIMS vs UPST
+3.8%
+123.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +2.5% |
| 7D | -0.9% | -1.5% | +0.5% | -0.7% |
| 30D | -10.8% | -13.2% | +2.4% | -7.9% |
| 3M | +3.7% | -13.0% | +16.6% | +7.6% |
| 6M | +79.0% | -2.9% | +81.9% | +81.8% |
| YTD | -13.2% | -38.3% | +25.1% | -3.6% |
| 1Y | -43.3% | -60.5% | +17.2% | -31.2% |
| 3Y | +331.4% | -11.7% | +343.1% | +309.8% |
| 5Y | +230.2% | -90.2% | +320.4% | +265.7% |
| All | +127.2% | +3.8% | +123.4% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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