+182.8%
HIMS vs MET
+154.3%
+28.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -3.9% | +1.2% | -5.1% | -4.3% |
| 30D | -12.4% | +1.4% | -13.9% | -13.2% |
| 3M | -1.1% | +17.7% | -18.8% | -7.2% |
| 6M | +68.4% | +35.0% | +33.5% | +50.5% |
| YTD | -14.7% | +26.3% | -40.9% | -22.1% |
| 1Y | -42.4% | +22.8% | -65.2% | -47.0% |
| 3Y | +304.5% | +65.9% | +238.6% | +248.1% |
| 5Y | +237.5% | +85.4% | +152.2% | +186.1% |
| All | +182.8% | +154.3% | +28.5% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling