+101.3%
HIMS vs MDT
+15.1%
+86.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -24.1% | +1.0% | -25.2% | -24.3% |
| 30D | -28.8% | +9.2% | -38.0% | -30.2% |
| 3M | -31.4% | +14.5% | -45.9% | -33.6% |
| 6M | -18.3% | +37.3% | -55.6% | -24.6% |
| YTD | -39.2% | +9.8% | -49.1% | -40.6% |
| 1Y | -45.3% | +10.5% | -55.8% | -46.6% |
| 3Y | +181.9% | +57.4% | +124.4% | +152.0% |
| 5Y | +166.6% | +1.2% | +165.5% | +155.2% |
| All | +101.3% | +15.1% | +86.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling