+182.8%
HIMS vs M
+72.8%
+109.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.9% | +4.7% | -8.6% | -4.7% |
| 30D | -12.4% | -9.6% | -2.8% | -11.0% |
| 3M | -1.1% | +0.9% | -1.9% | -1.3% |
| 6M | +68.4% | +22.3% | +46.2% | +62.6% |
| YTD | -14.7% | +6.5% | -21.2% | -15.9% |
| 1Y | -42.4% | +38.8% | -81.2% | -45.8% |
| 3Y | +304.5% | +115.9% | +188.6% | +257.1% |
| 5Y | +237.5% | +28.6% | +208.9% | +210.7% |
| All | +182.8% | +72.8% | +109.9% | +159.4% |
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