+180.7%
HIMS vs MGY
+185.3%
-4.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -0.7% | +3.5% | -4.3% | -1.2% |
| 30D | -8.2% | +5.3% | -13.5% | -8.8% |
| 3M | -4.7% | +2.6% | -7.4% | -5.4% |
| 6M | +6.3% | -3.3% | +9.6% | +5.8% |
| YTD | -15.3% | +29.2% | -44.5% | -19.8% |
| 1Y | -46.9% | +18.0% | -64.9% | -49.0% |
| 3Y | +321.3% | +30.0% | +291.3% | +298.8% |
| 5Y | +215.8% | +92.7% | +123.2% | +189.2% |
| All | +180.7% | +185.3% | -4.6% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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