+181.9%
HIMS vs UPST
-4.9%
+186.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -24.1% | -10.6% | -13.5% | -20.7% |
| 30D | -28.8% | -14.0% | -14.8% | -24.4% |
| 3M | -31.4% | -36.8% | +5.4% | -18.8% |
| 6M | -18.3% | -27.5% | +9.3% | -7.3% |
| YTD | -39.2% | -55.3% | +16.0% | -20.9% |
| 1Y | -45.3% | -47.5% | +2.3% | -32.1% |
| 3Y | +181.9% | -10.4% | +192.3% | +235.9% |
| All | +181.9% | -4.9% | +186.8% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling