+172.0%
HIMS vs MAS
+124.7%
+47.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +1.3% |
| 7D | -9.1% | +14.2% | -23.2% | -14.4% |
| 30D | -10.1% | +26.8% | -37.0% | -19.2% |
| 3M | -17.1% | +13.1% | -30.2% | -21.8% |
| 6M | -2.2% | +27.9% | -30.2% | -12.4% |
| YTD | -17.9% | +38.7% | -56.6% | -30.5% |
| 1Y | -37.7% | +40.4% | -78.1% | -47.7% |
| 3Y | +311.4% | +66.1% | +245.3% | +220.1% |
| 5Y | +219.7% | +47.4% | +172.2% | +148.6% |
| All | +172.0% | +124.7% | +47.4% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling