+314.0%
HIMS vs UPST
-29.4%
+343.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +8.5% |
| 7D | -6.1% | -4.9% | -1.2% | -4.3% |
| 30D | -12.0% | -8.9% | -3.1% | -8.9% |
| 3M | -12.3% | -26.3% | +14.0% | -2.6% |
| 6M | -3.3% | -23.7% | +20.5% | +6.9% |
| YTD | -19.9% | -49.9% | +30.0% | -1.0% |
| 1Y | -37.4% | -42.0% | +4.6% | -25.8% |
| 3Y | +314.0% | -25.3% | +339.3% | +378.0% |
| All | +314.0% | -29.4% | +343.4% | +378.0% |
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