Why do we have differences in hair color? In other mammals hair
color is quite important for camouflage. Leopards' spotted coats or tigers'
stripes blend into the background and thus helps with stalking prey. However, as
a rule humans do not use their hair for camouflage.
To some extent hair color may help with protecting the skin from ultraviolet light damage. Dark skin protects from the damaging effects of UV light better than light skin. Not surprisingly, people with dark skin usually have dark hair too. The pigment in hair may protect the hair from weathering due to the effects of sunlight. However, hair of any color has an equal ability to protect the scalp from UV rays. It is the density of the hair that is important in skin protection rather than the hair color. Thus hair color in itself has little effect in skin protection.
Thus overall, hair color in humans is mostly due to the nature of the genetics that underlie skin color and the environmental factors that impacted on our ancestors. Pale skinned and thus blonde haired people live predominantly in the extreme north (e.g. Scandinavia) where limited sunlight exposure means not a lot of melanin is required. In contrast, dark skinned and thus dark haired people live close to the equator where pigment helps protect against UV damage to the skin. In the modern world where people can travel vast distances easily, these geographic distinctions in hair color break down, but in ancestral terms the principle is clear.
In humans today hair color plays a mostly psychological role - it is an indicator reproductive health and possibly a power display. In the same way that birds with brightly colored plumage attract a mate with displays of their eye catching colored feathers, so humans may attract mates based on their physical image. Hair and hair health is a particularly important feature in sexual attraction. As part of that, hair color may have a role. Apparently gentlemen prefer blondes.
Color may be an indicator of general health. Albinos mammals and birds are usually shunned by their peers and parents. In the wild they rarely survive for long. In human populations albinism is also a barrier to marriage and reproduction. In past times infanticide of albino babies was common.
A prime example of hair color used as a power display, the senior males in groups of mountain gorillas develop gray hair. The so called "silver backs". This provides a very clear indicator of their power and leadership within the group. To some extent the same may be true for humans. Gray hair can be regarded as an indicator of wisdom. However, more commonly gray hair is taken as an indicator of age and reduced reproductive potential. The result being that many people dye their gray hair in an attempt to conceal their biological age.
Use of hair dye is primarily associated with sexual attraction, exhibitionism or in contrast, trying to blend in with their peers. Currently in Germany, red dyed hair for women is incredibly popular despite the fact that natural red hair in the German population is very rare - affecting less than 1% of the population. So on the one hand, German women want to stand out from the crowd with their red hair and on the other hand they are trying to conform to the image of their peers.
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