+177.1%
HIMS vs MDB
-43.2%
+220.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.6% | -16.4% | -13.4% |
| 7D | -9.1% | -0.9% | -8.2% | -8.9% |
| 30D | -25.8% | -15.2% | -10.6% | -21.6% |
| 3M | -27.4% | -17.9% | -9.5% | -23.9% |
| 6M | -18.9% | +9.3% | -28.2% | -24.7% |
| YTD | -29.4% | -22.0% | -7.4% | -28.2% |
| 1Y | -44.1% | -9.3% | -34.8% | -47.0% |
| 3Y | +246.0% | -10.4% | +256.4% | +199.0% |
| 5Y | +177.1% | -43.2% | +220.3% | +154.1% |
| All | +177.1% | -43.2% | +220.2% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling