+141.5%
HIMS vs MLM
+25.7%
+115.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -24.1% | -0.9% | -23.2% | -23.8% |
| 30D | -28.8% | +9.0% | -37.8% | -33.1% |
| 3M | -31.4% | -5.6% | -25.9% | -29.1% |
| 6M | -18.3% | -10.7% | -7.6% | -13.1% |
| YTD | -39.2% | -17.2% | -22.1% | -33.3% |
| 1Y | -45.3% | -14.2% | -31.0% | -41.6% |
| 3Y | +181.9% | +15.6% | +166.2% | +136.3% |
| All | +141.5% | +25.7% | +115.8% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling