+134.1%
HIMS vs MOS
+19.1%
+115.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.6% | -12.1% |
| 7D | -9.1% | +19.7% | -28.8% | -12.3% |
| 30D | -25.8% | +21.5% | -47.3% | -28.8% |
| 3M | -27.4% | -0.4% | -27.0% | -27.7% |
| 6M | -18.9% | +4.5% | -23.4% | -20.4% |
| YTD | -29.4% | -2.9% | -26.5% | -30.5% |
| 1Y | -44.1% | -7.7% | -36.4% | -44.6% |
| 3Y | +246.0% | -25.6% | +271.7% | +255.1% |
| 5Y | +177.1% | -31.2% | +208.2% | +187.3% |
| All | +134.1% | +19.1% | +115.0% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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