+180.0%
HIMS vs URI
+691.5%
-511.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.2% | -0.2% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -10.1% | -13.4% | +3.3% | -5.1% |
| 3M | -1.2% | -6.2% | +5.0% | +1.0% |
| 6M | +16.9% | +28.0% | -11.1% | +4.7% |
| YTD | -15.5% | +23.0% | -38.4% | -24.4% |
| 1Y | -42.6% | +5.5% | -48.1% | -45.2% |
| 3Y | +320.2% | +119.2% | +201.0% | +216.1% |
| 5Y | +215.0% | +201.0% | +14.0% | +114.2% |
| All | +180.0% | +691.5% | -511.5% | +76.7% |
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