+165.3%
HIMS vs MLM
+107.3%
+58.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.8% | +9.9% | +8.8% |
| 7D | -6.1% | -4.1% | -2.0% | -4.5% |
| 30D | -12.0% | +8.2% | -20.2% | -14.6% |
| 3M | -12.3% | -3.6% | -8.8% | -11.2% |
| 6M | -3.3% | -15.6% | +12.3% | +2.6% |
| YTD | -19.9% | -16.4% | -3.5% | -15.4% |
| 1Y | -37.4% | -14.3% | -23.0% | -34.5% |
| 3Y | +314.0% | +19.3% | +294.7% | +288.2% |
| 5Y | +212.1% | +29.6% | +182.5% | +178.9% |
| All | +165.3% | +107.3% | +58.0% | +126.1% |
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 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