+187.4%
HIMS vs MDLZ
+34.9%
+152.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -10.8% | -1.6% | -9.3% | -11.0% |
| 3M | +3.7% | +0.9% | +2.8% | +4.0% |
| 6M | +79.0% | +7.3% | +71.6% | +79.9% |
| YTD | -13.2% | +16.4% | -29.7% | -13.0% |
| 1Y | -43.3% | +3.0% | -46.2% | -42.9% |
| 3Y | +331.4% | -3.7% | +335.1% | +332.4% |
| 5Y | +230.2% | +15.6% | +214.6% | +222.1% |
| All | +187.4% | +34.9% | +152.5% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling