+134.1%
HIMS vs MOD
+811.2%
-677.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +9.9% | -21.6% | -14.2% |
| 7D | -9.1% | -13.9% | +4.8% | -6.9% |
| 30D | -25.8% | -41.5% | +15.7% | -16.3% |
| 3M | -27.4% | -45.7% | +18.3% | -17.0% |
| 6M | -18.9% | -61.1% | +42.3% | -0.1% |
| YTD | -29.4% | -20.5% | -8.9% | -27.8% |
| 1Y | -44.1% | -32.1% | -12.0% | -41.0% |
| 3Y | +246.0% | +146.5% | +99.5% | +193.8% |
| 5Y | +177.1% | +812.7% | -635.7% | +97.6% |
| All | +134.1% | +811.2% | -677.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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