+181.9%
HIMS vs MAGS
+122.1%
+59.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | -24.1% | +1.7% | -25.8% | -25.8% |
| 30D | -28.8% | -5.8% | -23.0% | -23.4% |
| 3M | -31.4% | +0.2% | -31.7% | -31.4% |
| 6M | -18.3% | -2.7% | -15.6% | -14.9% |
| YTD | -39.2% | +4.1% | -43.3% | -41.2% |
| 1Y | -45.3% | +7.5% | -52.8% | -48.9% |
| 3Y | +181.9% | +122.0% | +59.8% | +68.2% |
| All | +181.9% | +122.1% | +59.7% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling