+327.3%
HIMS vs MAR
+64.8%
+262.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -12.2% | -4.7% | -7.5% | -9.2% |
| 3M | -3.7% | -15.6% | +11.9% | +8.2% |
| 6M | +25.9% | +1.2% | +24.7% | +19.8% |
| YTD | -14.1% | +7.5% | -21.6% | -24.9% |
| 1Y | -41.6% | +26.6% | -68.2% | -58.3% |
| All | +327.3% | +64.8% | +262.4% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling