+170.3%
HIMS vs MLM
+30.7%
+139.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.3% |
| 7D | -21.9% | -5.8% | -16.1% | -18.8% |
| 30D | -32.1% | +9.8% | -41.9% | -36.5% |
| 3M | -31.8% | -5.2% | -26.6% | -29.7% |
| 6M | -28.6% | -10.3% | -18.3% | -24.2% |
| YTD | -35.9% | -15.5% | -20.4% | -30.7% |
| 1Y | -47.6% | -15.0% | -32.6% | -43.6% |
| 3Y | +205.6% | +17.5% | +188.1% | +153.8% |
| 5Y | +170.3% | +30.5% | +139.7% | +104.3% |
| All | +170.3% | +30.7% | +139.6% | +104.3% |
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