-37.7%
HIMS vs MAGS
+5.9%
-43.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +0.3% |
| 7D | -9.1% | -1.4% | -7.7% | -7.1% |
| 30D | -10.1% | -4.4% | -5.8% | -3.6% |
| 3M | -17.1% | +1.9% | -19.0% | -19.7% |
| 6M | -2.2% | +4.9% | -7.2% | -9.7% |
| YTD | -17.9% | +6.5% | -24.4% | -27.1% |
| 1Y | -37.7% | +6.3% | -44.0% | -44.2% |
| All | -37.7% | +5.9% | -43.5% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling