+180.7%
HIMS vs UTHR
+518.8%
-338.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | -0.7% | +1.9% | -2.7% | -1.2% |
| 30D | -8.2% | -2.9% | -5.4% | -7.5% |
| 3M | -4.7% | -8.9% | +4.1% | -2.5% |
| 6M | +6.3% | -8.7% | +15.0% | +8.2% |
| YTD | -15.3% | +2.0% | -17.3% | -15.9% |
| 1Y | -46.9% | +22.8% | -69.6% | -49.5% |
| 3Y | +321.3% | +120.6% | +200.7% | +244.3% |
| 5Y | +215.8% | +136.4% | +79.4% | +149.3% |
| All | +180.7% | +518.8% | -338.1% | +103.7% |
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