+95.2%
HIMS vs MDB
+159.9%
-64.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -18.0% | -17.0% |
| 7D | -25.6% | -1.0% | -24.6% | -25.5% |
| 30D | -38.1% | -14.0% | -24.2% | -35.4% |
| 3M | -39.8% | -20.3% | -19.5% | -36.7% |
| 6M | -32.3% | +10.9% | -43.2% | -36.7% |
| YTD | -41.1% | -20.9% | -20.2% | -40.4% |
| 1Y | -53.4% | -11.2% | -42.2% | -55.0% |
| 3Y | +180.9% | -11.9% | +192.8% | +151.5% |
| 5Y | +138.5% | -40.2% | +178.7% | +106.8% |
| All | +95.2% | +159.9% | -64.7% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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