+182.8%
HIMS vs MOD
+1,570.9%
-1,388.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.5% |
| 7D | -3.9% | +9.6% | -13.5% | -6.2% |
| 30D | -12.4% | 0.0% | -12.5% | -12.6% |
| 3M | -1.1% | -35.4% | +34.3% | +9.5% |
| 6M | +68.4% | -7.3% | +75.7% | +69.4% |
| YTD | -14.7% | +45.8% | -60.5% | -23.7% |
| 1Y | -42.4% | +43.1% | -85.5% | -48.5% |
| 3Y | +304.5% | +297.7% | +6.9% | +204.0% |
| 5Y | +237.5% | +1,478.8% | -1,241.2% | +110.9% |
| All | +182.8% | +1,570.9% | -1,388.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling