-23.8%
HIMS vs MDLN
+15.3%
-39.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +18.4% | -14.6% | +0.7% |
| 7D | -9.1% | +24.7% | -33.7% | -12.5% |
| 30D | -10.1% | +12.7% | -22.9% | -11.9% |
| 3M | -17.1% | -4.0% | -13.1% | -17.2% |
| 6M | -2.2% | -8.7% | +6.5% | -3.6% |
| YTD | -17.9% | -3.9% | -14.0% | -20.6% |
| All | -23.8% | +15.3% | -39.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling