+309.9%
HIMS vs MMM
+106.2%
+203.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.9% | -3.3% | -0.6% | -2.6% |
| 30D | -12.4% | -7.0% | -5.4% | -9.8% |
| 3M | -1.1% | +10.8% | -11.9% | -5.2% |
| 6M | +68.4% | +5.8% | +62.7% | +64.3% |
| YTD | -14.7% | +6.8% | -21.4% | -17.6% |
| 1Y | -42.4% | +10.4% | -52.8% | -45.4% |
| All | +309.9% | +106.2% | +203.7% | +196.2% |
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