+309.9%
HIMS vs M
+123.1%
+186.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | -3.9% | +4.7% | -8.6% | -5.6% |
| 30D | -12.4% | -9.6% | -2.8% | -9.1% |
| 3M | -1.1% | +0.9% | -1.9% | -1.8% |
| 6M | +68.4% | +22.3% | +46.2% | +54.8% |
| YTD | -14.7% | +6.5% | -21.2% | -17.8% |
| 1Y | -42.4% | +38.8% | -81.2% | -50.7% |
| All | +309.9% | +123.1% | +186.8% | +191.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling