-49.4%
HIMS vs MMM
+12.5%
-61.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.9% |
| 7D | -18.0% | -0.8% | -17.2% | -17.9% |
| 30D | -33.6% | +14.4% | -48.0% | -35.0% |
| 3M | -34.2% | +1.8% | -35.9% | -33.9% |
| 6M | -21.2% | +31.3% | -52.5% | -25.0% |
| YTD | -39.2% | +18.0% | -57.2% | -42.5% |
| 1Y | -49.4% | +10.9% | -60.3% | -50.7% |
| All | -49.4% | +12.5% | -61.9% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling