+165.3%
HIMS vs MNST
+218.8%
-53.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -4.4% | +12.5% | +9.6% |
| 7D | -6.1% | -3.4% | -2.6% | -5.1% |
| 30D | -12.0% | +6.6% | -18.6% | -14.2% |
| 3M | -12.3% | -2.9% | -9.5% | -12.1% |
| 6M | -3.3% | +18.4% | -21.7% | -10.8% |
| YTD | -19.9% | +19.3% | -39.2% | -26.5% |
| 1Y | -37.4% | +37.9% | -75.3% | -45.8% |
| 3Y | +314.0% | +62.9% | +251.1% | +231.3% |
| 5Y | +212.1% | +99.6% | +112.5% | +125.1% |
| All | +165.3% | +218.8% | -53.5% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling