+101.3%
HIMS vs MLM
+105.5%
-4.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -24.1% | -0.9% | -23.2% | -23.9% |
| 30D | -28.8% | +9.0% | -37.8% | -31.2% |
| 3M | -31.4% | -5.6% | -25.9% | -30.1% |
| 6M | -18.3% | -10.7% | -7.6% | -15.2% |
| YTD | -39.2% | -17.2% | -22.1% | -35.7% |
| 1Y | -45.3% | -14.2% | -31.0% | -42.8% |
| 3Y | +181.9% | +15.6% | +166.2% | +166.7% |
| 5Y | +166.6% | +26.2% | +140.4% | +139.2% |
| All | +101.3% | +105.5% | -4.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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