+283.1%
HIMS vs MAS
+61.2%
+221.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.4% | -6.3% | -8.2% |
| 7D | -18.9% | +4.6% | -23.5% | -20.6% |
| 30D | -18.4% | +19.9% | -38.2% | -25.0% |
| 3M | -24.0% | +8.9% | -32.9% | -27.1% |
| 6M | -8.6% | +20.2% | -28.8% | -15.7% |
| YTD | -25.9% | +33.9% | -59.8% | -37.1% |
| 1Y | -45.0% | +34.7% | -79.6% | -53.6% |
| All | +283.1% | +61.2% | +221.9% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling