+170.3%
HIMS vs MOD
+818.0%
-647.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.3% | +7.5% |
| 7D | -21.9% | +8.2% | -30.2% | -24.3% |
| 30D | -32.1% | -38.2% | +6.1% | -20.5% |
| 3M | -31.8% | -46.2% | +14.4% | -16.6% |
| 6M | -28.6% | -62.5% | +34.0% | -1.9% |
| YTD | -35.9% | -20.1% | -15.8% | -35.4% |
| 1Y | -47.6% | -29.7% | -18.0% | -45.3% |
| 3Y | +205.6% | +136.2% | +69.4% | +115.1% |
| 5Y | +170.3% | +820.4% | -650.1% | +18.6% |
| All | +170.3% | +818.0% | -647.7% | +18.6% |
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