+184.7%
HIMS vs M
+61.3%
+123.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | -2.7% | -4.1% | +1.3% | -2.1% |
| 30D | -12.2% | -13.6% | +1.4% | -10.1% |
| 3M | -3.7% | -2.3% | -1.4% | -3.5% |
| 6M | +25.9% | +21.9% | +4.0% | +21.7% |
| YTD | -14.1% | -0.6% | -13.5% | -14.4% |
| 1Y | -41.6% | +29.7% | -71.3% | -44.5% |
| 3Y | +327.3% | +107.3% | +220.0% | +280.4% |
| 5Y | +207.9% | +20.5% | +187.5% | +186.7% |
| All | +184.7% | +61.3% | +123.4% | +164.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling