+106.6%
HIMS vs MAGS
+184.9%
-78.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | -24.1% | +1.7% | -25.8% | -25.7% |
| 30D | -28.8% | -5.8% | -23.0% | -23.7% |
| 3M | -31.4% | +0.2% | -31.7% | -31.4% |
| 6M | -18.3% | -2.7% | -15.6% | -15.0% |
| YTD | -39.2% | +4.1% | -43.3% | -41.0% |
| 1Y | -45.3% | +7.5% | -52.8% | -48.5% |
| 3Y | +181.9% | +122.0% | +59.8% | +58.5% |
| All | +106.6% | +184.9% | -78.3% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling