+95.2%
HIMS vs MMM
+69.4%
+25.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.7% |
| 7D | -25.6% | +7.0% | -32.5% | -27.1% |
| 30D | -38.1% | +18.4% | -56.5% | -41.3% |
| 3M | -39.8% | +4.5% | -44.3% | -40.8% |
| 6M | -32.3% | +33.4% | -65.8% | -38.5% |
| YTD | -41.1% | +20.0% | -61.0% | -44.8% |
| 1Y | -53.4% | +15.0% | -68.4% | -55.8% |
| 3Y | +180.9% | +165.0% | +15.9% | +115.7% |
| 5Y | +138.5% | +47.9% | +90.6% | +92.7% |
| All | +95.2% | +69.4% | +25.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling