-37.7%
HIMS vs M
+36.6%
-74.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.6% | -3.9% | +1.6% |
| 7D | -9.1% | +8.3% | -17.3% | -11.0% |
| 30D | -10.1% | +14.2% | -24.3% | -13.3% |
| 3M | -17.1% | -1.1% | -16.0% | -17.2% |
| 6M | -2.2% | +36.6% | -38.8% | -9.1% |
| YTD | -17.9% | +19.8% | -37.7% | -21.0% |
| 1Y | -37.7% | +37.2% | -74.9% | -43.6% |
| All | -37.7% | +36.6% | -74.2% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling