+134.1%
HIMS vs M
+88.7%
+45.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +8.1% | -19.9% | -13.1% |
| 7D | -9.1% | +2.5% | -11.7% | -9.7% |
| 30D | -25.8% | +10.1% | -35.9% | -27.2% |
| 3M | -27.4% | -0.9% | -26.5% | -27.5% |
| 6M | -18.9% | +30.2% | -49.0% | -22.7% |
| YTD | -29.4% | +16.3% | -45.6% | -31.6% |
| 1Y | -44.1% | +27.0% | -71.1% | -46.8% |
| 3Y | +246.0% | +154.5% | +91.5% | +198.1% |
| 5Y | +177.1% | -1.1% | +178.1% | +149.9% |
| All | +134.1% | +88.7% | +45.4% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling