+112.3%
HIMS vs UTHR
+641.5%
-529.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.5% |
| 7D | -21.9% | -2.1% | -19.8% | -21.5% |
| 30D | -32.1% | +8.3% | -40.4% | -33.6% |
| 3M | -31.8% | +15.5% | -47.3% | -34.5% |
| 6M | -28.6% | +4.5% | -33.1% | -29.9% |
| YTD | -35.9% | +22.2% | -58.2% | -39.5% |
| 1Y | -47.6% | +29.7% | -77.4% | -51.2% |
| 3Y | +205.6% | +167.3% | +38.3% | +136.8% |
| 5Y | +170.3% | +196.5% | -26.2% | +101.4% |
| All | +112.3% | +641.5% | -529.2% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling