+101.3%
HIMS vs UTHR
+638.6%
-537.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | -18.0% | +4.9% | -22.9% | -19.2% |
| 30D | -33.6% | +9.2% | -42.8% | -35.2% |
| 3M | -34.2% | +15.9% | -50.1% | -36.8% |
| 6M | -21.2% | +2.0% | -23.2% | -22.0% |
| YTD | -39.2% | +21.8% | -61.0% | -42.6% |
| 1Y | -49.4% | +28.6% | -78.0% | -52.8% |
| 3Y | +189.7% | +166.2% | +23.5% | +124.8% |
| 5Y | +166.6% | +191.8% | -25.2% | +99.4% |
| All | +101.3% | +638.6% | -537.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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