+180.0%
HIMS vs MDT
+1.7%
+178.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -10.1% | +1.0% | -11.1% | -10.4% |
| 3M | -1.2% | +15.2% | -16.4% | -4.9% |
| 6M | +16.9% | +3.7% | +13.2% | +15.5% |
| YTD | -15.5% | -3.0% | -12.5% | -15.0% |
| 1Y | -42.6% | +2.5% | -45.0% | -43.2% |
| 3Y | +320.2% | +26.5% | +293.8% | +294.5% |
| 5Y | +215.0% | -18.3% | +233.3% | +213.0% |
| All | +180.0% | +1.7% | +178.3% | +168.5% |
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