+184.7%
HIMS vs MMM
+47.0%
+137.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | -2.7% | -2.6% | -0.1% | -1.9% |
| 30D | -12.2% | -9.3% | -2.9% | -9.5% |
| 3M | -3.7% | +5.6% | -9.3% | -5.4% |
| 6M | +25.9% | +9.5% | +16.4% | +22.2% |
| YTD | -14.1% | +4.1% | -18.2% | -15.7% |
| 1Y | -41.6% | +9.4% | -51.0% | -43.7% |
| 3Y | +327.3% | +101.0% | +226.3% | +254.2% |
| 5Y | +207.9% | +26.1% | +181.8% | +160.1% |
| All | +184.7% | +47.0% | +137.7% | +137.5% |
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