-42.4%
HIMS vs MAGS
+15.9%
-58.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +1.8% |
| 7D | -3.9% | +0.5% | -4.5% | -4.9% |
| 30D | -12.4% | +1.5% | -13.9% | -14.6% |
| 3M | -1.1% | +0.5% | -1.5% | -1.3% |
| 6M | +68.4% | +11.6% | +56.9% | +42.1% |
| YTD | -14.7% | +5.3% | -19.9% | -22.1% |
| 1Y | -42.4% | +14.9% | -57.3% | -52.5% |
| All | -42.4% | +15.9% | -58.3% | -52.5% |
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