+134.1%
HIMS vs MAS
+123.2%
+10.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.5% | -16.3% | -13.7% |
| 7D | -9.1% | +3.3% | -12.4% | -10.6% |
| 30D | -25.8% | +25.5% | -51.3% | -33.1% |
| 3M | -27.4% | +11.8% | -39.1% | -31.3% |
| 6M | -18.9% | +21.3% | -40.2% | -25.8% |
| YTD | -29.4% | +37.7% | -67.1% | -40.1% |
| 1Y | -44.1% | +41.0% | -85.1% | -53.3% |
| 3Y | +246.0% | +63.0% | +183.0% | +170.7% |
| 5Y | +177.1% | +44.1% | +132.9% | +116.0% |
| All | +134.1% | +123.2% | +10.9% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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