-44.1%
HIMS vs UPST
-44.0%
-0.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -12.8% |
| 7D | -9.1% | +4.4% | -13.5% | -11.7% |
| 30D | -25.8% | -7.7% | -18.1% | -21.9% |
| 3M | -27.4% | -28.4% | +1.1% | -10.9% |
| 6M | -18.9% | -23.2% | +4.3% | -4.2% |
| YTD | -29.4% | -49.1% | +19.8% | -5.7% |
| All | -44.1% | -44.0% | -0.1% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling