+230.2%
HIMS vs MMM
+28.6%
+201.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -0.9% | -1.6% | +0.6% | -0.2% |
| 30D | -10.8% | -8.0% | -2.8% | -7.1% |
| 3M | +3.7% | +9.4% | -5.7% | -1.0% |
| 6M | +79.0% | +10.2% | +68.7% | +69.5% |
| YTD | -13.2% | +6.1% | -19.4% | -16.8% |
| 1Y | -43.3% | +10.8% | -54.0% | -47.1% |
| 3Y | +331.4% | +104.8% | +226.6% | +190.1% |
| 5Y | +230.2% | +27.0% | +203.2% | +199.4% |
| All | +230.2% | +28.6% | +201.7% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling