+327.3%
HIMS vs MET
+64.3%
+263.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.7% | -0.8% | -2.0% | -2.4% |
| 30D | -12.2% | -1.4% | -10.8% | -11.9% |
| 3M | -3.7% | +12.5% | -16.2% | -13.2% |
| 6M | +25.9% | +37.1% | -11.2% | -2.7% |
| YTD | -14.1% | +23.8% | -37.9% | -28.8% |
| 1Y | -41.6% | +24.1% | -65.7% | -51.9% |
| All | +327.3% | +64.3% | +263.0% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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