+134.1%
HIMS vs MNST
+218.2%
-84.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.7% |
| 7D | -9.1% | -5.0% | -4.2% | -7.6% |
| 30D | -25.8% | +4.6% | -30.4% | -27.2% |
| 3M | -27.4% | +1.0% | -28.4% | -28.2% |
| 6M | -18.9% | +5.8% | -24.6% | -21.7% |
| YTD | -29.4% | +19.1% | -48.4% | -35.1% |
| 1Y | -44.1% | +30.9% | -75.0% | -50.6% |
| 3Y | +246.0% | +65.7% | +180.3% | +174.9% |
| 5Y | +177.1% | +99.0% | +78.1% | +100.0% |
| All | +134.1% | +218.2% | -84.1% | +63.3% |
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 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