+141.5%
HIMS vs MNST
+101.2%
+40.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.9% |
| 7D | -24.1% | +1.6% | -25.7% | -24.6% |
| 30D | -28.8% | +5.1% | -33.9% | -30.6% |
| 3M | -31.4% | -0.5% | -31.0% | -31.8% |
| 6M | -18.3% | +8.1% | -26.4% | -23.1% |
| YTD | -39.2% | +21.2% | -60.4% | -46.4% |
| 1Y | -45.3% | +30.7% | -76.0% | -53.7% |
| 3Y | +181.9% | +67.3% | +114.6% | +102.4% |
| All | +141.5% | +101.2% | +40.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling