+207.7%
HIMS vs MOD
+748.9%
-541.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.7% | +2.4% | +6.0% |
| 7D | -6.1% | -25.5% | +19.5% | +3.3% |
| 30D | -12.0% | -49.0% | +37.0% | +11.0% |
| 3M | -12.3% | -49.8% | +37.5% | +10.2% |
| 6M | -3.3% | -64.8% | +61.5% | +36.4% |
| YTD | -19.9% | -27.6% | +7.7% | -16.0% |
| 1Y | -37.4% | -35.2% | -2.2% | -32.4% |
| 3Y | +314.0% | +137.1% | +176.9% | +196.1% |
| All | +207.7% | +748.9% | -541.3% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling