+184.7%
HIMS vs MDLZ
+36.6%
+148.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -0.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -12.2% | +1.4% | -13.6% | -12.0% |
| 3M | -3.7% | 0.0% | -3.7% | -3.4% |
| 6M | +25.9% | +9.1% | +16.8% | +26.7% |
| YTD | -14.1% | +17.9% | -32.0% | -13.7% |
| 1Y | -41.6% | +3.2% | -44.8% | -41.1% |
| 3Y | +327.3% | -2.5% | +329.7% | +328.9% |
| 5Y | +207.9% | +17.6% | +190.4% | +200.8% |
| All | +184.7% | +36.6% | +148.1% | +173.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling