+182.8%
HIMS vs MMM
+50.7%
+132.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -3.3% | -0.6% | -2.9% |
| 30D | -12.4% | -7.0% | -5.4% | -10.4% |
| 3M | -1.1% | +10.8% | -11.9% | -4.2% |
| 6M | +68.4% | +5.8% | +62.7% | +65.1% |
| YTD | -14.7% | +6.8% | -21.4% | -16.9% |
| 1Y | -42.4% | +10.4% | -52.8% | -44.6% |
| 3Y | +304.5% | +104.7% | +199.8% | +233.3% |
| 5Y | +237.5% | +23.6% | +214.0% | +181.7% |
| All | +182.8% | +50.7% | +132.0% | +134.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling