+324.3%
HIMS vs URA
+114.3%
+210.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.6% |
| 30D | -12.4% | +7.4% | -19.8% | -16.0% |
| 3M | -1.1% | -8.4% | +7.3% | +4.6% |
| 6M | +68.4% | -12.7% | +81.2% | +82.5% |
| YTD | -14.7% | +7.8% | -22.5% | -20.4% |
| 1Y | -42.4% | +19.5% | -61.9% | -49.5% |
| All | +324.3% | +114.3% | +210.0% | +173.2% |
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