+210.1%
HIMS vs MET
+83.9%
+126.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | -8.2% | +0.5% | -8.7% | -9.0% |
| 3M | -4.7% | +11.6% | -16.3% | -13.1% |
| 6M | +6.3% | +40.8% | -34.5% | -17.6% |
| YTD | -15.3% | +25.7% | -40.9% | -29.5% |
| 1Y | -46.9% | +24.4% | -71.2% | -55.6% |
| 3Y | +321.3% | +67.5% | +253.8% | +195.2% |
| All | +210.1% | +83.9% | +126.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling