-37.7%
HIMS vs MAR
+62.0%
-99.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.6% |
| 7D | -9.1% | +7.7% | -16.8% | -9.4% |
| 30D | -10.1% | +19.4% | -29.5% | -10.9% |
| 3M | -17.1% | +23.3% | -40.4% | -18.2% |
| 6M | -2.2% | +22.8% | -25.1% | -5.3% |
| YTD | -17.9% | +37.8% | -55.7% | -21.6% |
| 1Y | -37.7% | +57.4% | -95.1% | -45.7% |
| All | -37.7% | +62.0% | -99.7% | -45.7% |
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