+184.7%
HIMS vs URA
+427.4%
-242.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.2% |
| 7D | -2.7% | +5.7% | -8.5% | -5.8% |
| 30D | -12.2% | +5.6% | -17.8% | -14.6% |
| 3M | -3.7% | +6.2% | -9.9% | -6.0% |
| 6M | +25.9% | -8.2% | +34.1% | +31.9% |
| YTD | -14.1% | +9.7% | -23.7% | -19.6% |
| 1Y | -41.6% | +17.0% | -58.6% | -47.3% |
| 3Y | +327.3% | +118.5% | +208.8% | +169.3% |
| 5Y | +207.9% | +134.3% | +73.6% | +80.4% |
| All | +184.7% | +427.4% | -242.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling