+210.1%
HIMS vs MDLZ
+17.7%
+192.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -0.4% |
| 30D | -8.2% | +0.4% | -8.6% | -8.1% |
| 3M | -4.7% | -0.6% | -4.1% | -4.2% |
| 6M | +6.3% | +14.7% | -8.4% | +7.5% |
| YTD | -15.3% | +18.0% | -33.3% | -14.9% |
| 1Y | -46.9% | +4.1% | -51.0% | -46.2% |
| 3Y | +321.3% | -4.6% | +325.9% | +327.0% |
| All | +210.1% | +17.7% | +192.5% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling