+187.4%
HIMS vs M
+68.3%
+119.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.1% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -10.8% | -11.6% | +0.8% | -9.0% |
| 3M | +3.7% | +1.6% | +2.1% | +3.2% |
| 6M | +79.0% | +25.2% | +53.8% | +72.1% |
| YTD | -13.2% | +3.8% | -17.0% | -14.2% |
| 1Y | -43.3% | +36.3% | -79.6% | -46.5% |
| 3Y | +331.4% | +116.3% | +215.1% | +281.4% |
| 5Y | +230.2% | +28.2% | +202.1% | +205.4% |
| All | +187.4% | +68.3% | +119.1% | +164.8% |
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