+181.9%
HIMS vs MNST
+64.8%
+117.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.3% |
| 7D | -18.0% | -4.7% | -13.3% | -17.2% |
| 30D | -33.6% | +5.2% | -38.8% | -34.5% |
| 3M | -34.2% | -0.9% | -33.3% | -34.3% |
| 6M | -21.2% | +6.1% | -27.3% | -23.9% |
| YTD | -39.2% | +18.9% | -58.1% | -44.0% |
| 1Y | -49.4% | +29.3% | -78.7% | -54.5% |
| All | +181.9% | +64.8% | +117.1% | +139.0% |
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 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