+165.3%
HIMS vs MAS
+112.8%
+52.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.9% | +10.0% | +8.9% |
| 7D | -6.1% | +2.0% | -8.0% | -7.0% |
| 30D | -12.0% | +19.4% | -31.4% | -18.7% |
| 3M | -12.3% | +9.4% | -21.8% | -16.1% |
| 6M | -3.3% | +15.3% | -18.6% | -9.3% |
| YTD | -19.9% | +31.3% | -51.2% | -30.6% |
| 1Y | -37.4% | +34.9% | -72.2% | -46.5% |
| 3Y | +314.0% | +58.6% | +255.4% | +228.9% |
| 5Y | +212.1% | +40.7% | +171.4% | +148.5% |
| All | +165.3% | +112.8% | +52.5% | +102.3% |
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