+187.4%
HIMS vs MNST
+200.9%
-13.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | -0.9% | -4.1% | +3.1% | +0.5% |
| 30D | -10.8% | -4.5% | -6.3% | -9.7% |
| 3M | +3.7% | -2.5% | +6.1% | +3.5% |
| 6M | +79.0% | +14.1% | +64.8% | +68.3% |
| YTD | -13.2% | +12.6% | -25.8% | -18.5% |
| 1Y | -43.3% | +36.9% | -80.2% | -50.8% |
| 3Y | +331.4% | +53.1% | +278.3% | +253.7% |
| 5Y | +230.2% | +78.2% | +152.0% | +146.2% |
| All | +187.4% | +200.9% | -13.4% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MNST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling