+134.1%
HIMS vs URI
+802.9%
-668.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.9% | -18.6% | -14.4% |
| 7D | -9.1% | -4.0% | -5.1% | -8.0% |
| 30D | -25.8% | +6.8% | -32.6% | -27.9% |
| 3M | -27.4% | -2.8% | -24.6% | -27.0% |
| 6M | -18.9% | +20.9% | -39.7% | -25.2% |
| YTD | -29.4% | +40.2% | -69.6% | -40.2% |
| 1Y | -44.1% | +34.1% | -78.2% | -51.8% |
| 3Y | +246.0% | +164.1% | +81.9% | +142.5% |
| 5Y | +177.1% | +199.3% | -22.3% | +81.8% |
| All | +134.1% | +802.9% | -668.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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