+101.3%
HIMS vs M
+86.8%
+14.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -24.1% | +7.0% | -31.1% | -25.2% |
| 30D | -28.8% | +8.9% | -37.7% | -30.0% |
| 3M | -31.4% | +4.5% | -35.9% | -32.2% |
| 6M | -18.3% | +36.2% | -54.5% | -22.8% |
| YTD | -39.2% | +15.1% | -54.4% | -41.1% |
| 1Y | -45.3% | +27.4% | -72.7% | -48.0% |
| 3Y | +181.9% | +160.1% | +21.7% | +142.5% |
| 5Y | +166.6% | -1.6% | +168.2% | +140.8% |
| All | +101.3% | +86.8% | +14.5% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling