+145.5%
HIMS vs MLM
+111.2%
+34.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.2% | -4.6% | -7.8% |
| 7D | -18.9% | -1.2% | -17.7% | -18.5% |
| 30D | -18.4% | +7.9% | -26.3% | -20.7% |
| 3M | -24.0% | -4.5% | -19.5% | -22.6% |
| 6M | -8.6% | -12.6% | +4.0% | -4.2% |
| YTD | -25.9% | -14.9% | -11.0% | -22.2% |
| 1Y | -45.0% | -13.1% | -31.9% | -42.7% |
| 3Y | +271.3% | +21.2% | +250.1% | +246.2% |
| 5Y | +188.8% | +32.0% | +156.8% | +156.4% |
| All | +145.5% | +111.2% | +34.3% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling