+182.8%
HIMS vs URA
+418.4%
-235.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.9% | +1.1% | -5.0% | -4.6% |
| 30D | -12.4% | +7.4% | -19.8% | -15.6% |
| 3M | -1.1% | -8.4% | +7.3% | +4.4% |
| 6M | +68.4% | -12.7% | +81.2% | +82.3% |
| YTD | -14.7% | +7.8% | -22.5% | -19.3% |
| 1Y | -42.4% | +19.5% | -61.9% | -48.6% |
| 3Y | +304.5% | +116.4% | +188.1% | +156.4% |
| 5Y | +237.5% | +134.3% | +103.2% | +98.3% |
| All | +182.8% | +418.4% | -235.6% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling