+141.5%
HIMS vs UTHR
+190.6%
-49.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -24.1% | +5.2% | -29.3% | -25.4% |
| 30D | -28.8% | +9.5% | -38.3% | -30.8% |
| 3M | -31.4% | +17.9% | -49.4% | -34.9% |
| 6M | -18.3% | +2.0% | -20.3% | -19.2% |
| YTD | -39.2% | +21.3% | -60.6% | -43.0% |
| 1Y | -45.3% | +27.9% | -73.1% | -49.3% |
| 3Y | +181.9% | +162.3% | +19.5% | +112.1% |
| All | +141.5% | +190.6% | -49.1% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling