+25.9%
HIMS vs MDLN
-21.0%
+46.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.5% |
| 7D | -2.7% | -6.2% | +3.5% | -1.3% |
| 30D | -12.2% | +0.7% | -12.9% | -12.7% |
| 3M | -3.7% | -5.4% | +1.7% | -3.7% |
| 6M | +25.9% | -21.6% | +47.5% | +28.3% |
| All | +25.9% | -21.0% | +46.9% | +28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling