+181.9%
HIMS vs URA
+35.4%
+146.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +1.1% |
| 7D | -24.1% | -1.5% | -22.6% | -23.5% |
| 30D | -28.8% | -10.4% | -18.4% | -23.4% |
| 3M | -31.4% | -29.6% | -1.8% | -13.8% |
| 6M | -18.3% | -40.3% | +22.0% | +13.0% |
| YTD | -39.2% | -25.5% | -13.8% | -28.5% |
| 1Y | -45.3% | -26.4% | -18.8% | -35.1% |
| 3Y | +181.9% | +31.4% | +150.4% | +141.6% |
| All | +181.9% | +35.4% | +146.5% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling