+321.3%
HIMS vs MKTX
-25.3%
+346.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -8.2% | +0.7% | -8.9% | -8.2% |
| 3M | -4.7% | +40.8% | -45.5% | -2.4% |
| 6M | +6.3% | -8.0% | +14.3% | +2.9% |
| YTD | -15.3% | -8.7% | -6.5% | -17.6% |
| 1Y | -46.9% | -11.8% | -35.0% | -48.4% |
| 3Y | +321.3% | -24.0% | +345.3% | +320.6% |
| All | +321.3% | -25.3% | +346.6% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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