+4.6%
UNH vs HIMS
+202.2%
-197.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.2% |
| 7D | -3.2% | -1.4% | -1.8% | -3.1% |
| 30D | -3.5% | -10.1% | +6.6% | -3.3% |
| 3M | -4.2% | -1.2% | -2.9% | -4.3% |
| 6M | +38.3% | +16.9% | +21.4% | +37.4% |
| YTD | +19.2% | -15.5% | +34.7% | +18.8% |
| 1Y | +15.0% | -42.6% | +57.5% | +15.0% |
| 3Y | -14.5% | +320.2% | -334.7% | -22.1% |
| 5Y | +4.6% | +215.0% | -210.5% | -6.1% |
| All | +4.6% | +202.2% | -197.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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