+180.0%
HIMS vs MGY
+184.8%
-4.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -1.4% | +1.8% | -3.2% | -1.6% |
| 30D | -10.1% | +6.5% | -16.6% | -10.8% |
| 3M | -1.2% | +0.3% | -1.5% | -1.6% |
| 6M | +16.9% | -2.4% | +19.3% | +16.3% |
| YTD | -15.5% | +29.0% | -44.5% | -19.9% |
| 1Y | -42.6% | +17.0% | -59.6% | -44.8% |
| 3Y | +320.2% | +26.2% | +294.1% | +299.1% |
| 5Y | +215.0% | +92.3% | +122.7% | +188.5% |
| All | +180.0% | +184.8% | -4.8% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling