+327.3%
HIMS vs MDT
+26.2%
+301.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -12.2% | +2.8% | -15.0% | -12.8% |
| 3M | -3.7% | +13.1% | -16.8% | -7.0% |
| 6M | +25.9% | +2.3% | +23.6% | +27.0% |
| YTD | -14.1% | -2.7% | -11.4% | -11.5% |
| 1Y | -41.6% | +0.9% | -42.5% | -40.9% |
| All | +327.3% | +26.2% | +301.0% | +288.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling