+309.9%
HIMS vs UPST
-11.9%
+321.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.2% |
| 7D | -3.9% | -3.5% | -0.4% | -2.8% |
| 30D | -12.4% | -7.1% | -5.3% | -10.2% |
| 3M | -1.1% | -13.1% | +12.0% | +4.3% |
| 6M | +68.4% | -1.1% | +69.5% | +70.8% |
| YTD | -14.7% | -35.9% | +21.2% | -3.1% |
| 1Y | -42.4% | -57.4% | +15.0% | -27.4% |
| All | +309.9% | -11.9% | +321.8% | +319.7% |
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