-42.4%
HIMS vs MAR
+27.3%
-69.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -4.2% | +0.2% | -3.6% |
| 30D | -12.4% | -6.7% | -5.8% | -12.0% |
| 3M | -1.1% | -12.5% | +11.4% | +0.7% |
| 6M | +68.4% | +0.6% | +67.9% | +62.9% |
| YTD | -14.7% | +9.1% | -23.8% | -17.9% |
| 1Y | -42.4% | +26.2% | -68.6% | -46.4% |
| All | -42.4% | +27.3% | -69.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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