+180.7%
HIMS vs UVXY
-100.0%
+280.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.0% | -1.0% |
| 7D | -0.7% | +2.8% | -3.5% | -0.1% |
| 30D | -8.2% | -11.4% | +3.2% | -9.9% |
| 3M | -4.7% | -41.5% | +36.8% | -12.1% |
| 6M | +6.3% | -61.0% | +67.3% | -6.5% |
| YTD | -15.3% | -49.8% | +34.6% | -20.2% |
| 1Y | -46.9% | -66.4% | +19.6% | -52.2% |
| 3Y | +321.3% | -94.8% | +416.1% | +268.6% |
| 5Y | +215.8% | -99.7% | +315.5% | +125.6% |
| All | +180.7% | -100.0% | +280.7% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling