+246.0%
HIMS vs MMM
+164.6%
+81.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.6% | -12.5% |
| 7D | -9.1% | +5.8% | -14.9% | -11.1% |
| 30D | -25.8% | +17.9% | -43.7% | -30.4% |
| 3M | -27.4% | +3.6% | -31.0% | -28.5% |
| 6M | -18.9% | +32.9% | -51.8% | -28.1% |
| YTD | -29.4% | +19.5% | -48.8% | -34.9% |
| 1Y | -44.1% | +16.5% | -60.6% | -47.9% |
| 3Y | +246.0% | +167.2% | +78.9% | +134.7% |
| All | +246.0% | +164.6% | +81.4% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling