+321.3%
HIMS vs UVXY
-94.8%
+416.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.0% | -1.5% |
| 7D | -0.7% | +2.8% | -3.5% | +0.1% |
| 30D | -8.2% | -11.4% | +3.2% | -10.6% |
| 3M | -4.7% | -41.5% | +36.8% | -15.1% |
| 6M | +6.3% | -61.0% | +67.3% | -11.6% |
| YTD | -15.3% | -49.8% | +34.6% | -22.8% |
| 1Y | -46.9% | -66.4% | +19.6% | -54.6% |
| 3Y | +321.3% | -94.8% | +416.1% | +258.5% |
| All | +321.3% | -94.8% | +416.1% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 3y: compounded portfolio wealth divided by compounded UVXY 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…
3y analysis · Full analysis span regression · 6 months rolling