+123.5%
HIMS vs UPST
+7.9%
+115.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -3.9% | -3.5% | -0.4% | -3.1% |
| 30D | -12.4% | -7.1% | -5.3% | -10.9% |
| 3M | -1.1% | -13.1% | +12.0% | +2.8% |
| 6M | +68.4% | -1.1% | +69.5% | +70.4% |
| YTD | -14.7% | -35.9% | +21.2% | -6.0% |
| 1Y | -42.4% | -57.4% | +15.0% | -31.3% |
| 3Y | +304.5% | -14.9% | +319.4% | +286.2% |
| 5Y | +237.5% | -88.7% | +326.2% | +265.5% |
| All | +123.5% | +7.9% | +115.6% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling