+302.2%
HIMS vs MLM
+15.1%
+287.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -1.1% |
| 7D | -3.9% | -2.9% | -1.0% | -2.2% |
| 30D | -12.4% | -6.8% | -5.6% | -8.6% |
| 3M | -1.1% | -11.2% | +10.2% | +5.6% |
| 6M | +68.4% | -21.8% | +90.3% | +93.8% |
| YTD | -14.7% | -17.0% | +2.3% | -7.5% |
| 1Y | -42.4% | -16.4% | -26.0% | -38.4% |
| All | +302.2% | +15.1% | +287.0% | +262.1% |
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