+309.9%
HIMS vs MNST
+55.7%
+254.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.9% | -6.5% | +2.6% | -2.1% |
| 30D | -12.4% | -7.2% | -5.2% | -10.9% |
| 3M | -1.1% | -1.0% | -0.1% | -2.2% |
| 6M | +68.4% | +11.5% | +57.0% | +59.0% |
| YTD | -14.7% | +14.3% | -29.0% | -20.5% |
| 1Y | -42.4% | +38.1% | -80.5% | -49.9% |
| All | +309.9% | +55.7% | +254.2% | +234.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling