-42.4%
HIMS vs MDLZ
+3.3%
-45.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.6% |
| 7D | -3.9% | -1.7% | -2.2% | -5.5% |
| 30D | -12.4% | -2.1% | -10.3% | -14.1% |
| 3M | -1.1% | +1.3% | -2.4% | +1.7% |
| 6M | +68.4% | +6.2% | +62.3% | +79.0% |
| YTD | -14.7% | +15.8% | -30.4% | -3.5% |
| 1Y | -42.4% | +4.1% | -46.5% | -39.3% |
| All | -42.4% | +3.3% | -45.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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