+188.1%
HIMS vs MAGS
+190.0%
-2.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.9% |
| 7D | -0.7% | +0.6% | -1.4% | -1.5% |
| 30D | -8.2% | +3.2% | -11.4% | -11.6% |
| 3M | -4.7% | +7.7% | -12.4% | -11.8% |
| 6M | +6.3% | +12.5% | -6.2% | -5.7% |
| YTD | -15.3% | +6.0% | -21.2% | -19.7% |
| 1Y | -46.9% | +14.4% | -61.2% | -53.3% |
| 3Y | +321.3% | +127.5% | +193.8% | +131.1% |
| All | +188.1% | +190.0% | -2.0% | +30.8% |
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