-21.3%
HIMS vs MDLN
-7.1%
-14.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -0.7% | -11.1% | +10.4% | +1.0% |
| 30D | -8.2% | -8.4% | +0.2% | -7.2% |
| 3M | -4.7% | -12.4% | +7.7% | -3.2% |
| 6M | +6.3% | -23.3% | +29.6% | +8.3% |
| YTD | -15.3% | -22.5% | +7.3% | -15.1% |
| All | -21.3% | -7.1% | -14.3% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling