+95.2%
HIMS vs MOD
+784.7%
-689.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.9% | -13.7% | -15.9% |
| 7D | -25.6% | -17.8% | -7.7% | -22.8% |
| 30D | -38.1% | -43.2% | +5.1% | -29.6% |
| 3M | -39.8% | -46.0% | +6.3% | -31.0% |
| 6M | -32.3% | -62.2% | +29.9% | -16.0% |
| YTD | -41.1% | -22.8% | -18.3% | -39.2% |
| 1Y | -53.4% | -35.5% | -17.9% | -50.2% |
| 3Y | +180.9% | +128.2% | +52.7% | +141.9% |
| 5Y | +138.5% | +791.6% | -653.1% | +71.5% |
| All | +95.2% | +784.7% | -689.5% | +40.2% |
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