+222.2%
HIMS vs URI
+200.7%
+21.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.3% |
| 7D | -3.9% | -2.0% | -1.9% | -2.8% |
| 30D | -12.4% | -12.9% | +0.5% | -5.3% |
| 3M | -1.1% | -6.7% | +5.7% | +2.5% |
| 6M | +68.4% | +19.0% | +49.5% | +47.3% |
| YTD | -14.7% | +25.5% | -40.2% | -30.1% |
| 1Y | -42.4% | +5.5% | -47.9% | -46.7% |
| 3Y | +304.5% | +111.3% | +193.2% | +142.5% |
| All | +222.2% | +200.7% | +21.6% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling