+180.9%
HIMS vs MLM
+18.2%
+162.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -16.3% |
| 7D | -25.6% | -2.9% | -22.7% | -24.2% |
| 30D | -38.1% | +10.4% | -48.6% | -41.9% |
| 3M | -39.8% | -3.7% | -36.1% | -38.6% |
| 6M | -32.3% | -10.3% | -22.1% | -28.4% |
| YTD | -41.1% | -14.8% | -26.3% | -37.3% |
| 1Y | -53.4% | -13.9% | -39.5% | -50.8% |
| 3Y | +180.9% | +18.4% | +162.5% | +149.4% |
| All | +180.9% | +18.2% | +162.7% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling