+197.3%
HIMS vs MOS
-25.3%
+222.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.0% |
| 7D | -21.9% | +5.5% | -27.4% | -23.3% |
| 30D | -32.1% | +21.0% | -53.0% | -36.2% |
| 3M | -31.8% | -0.5% | -31.3% | -32.1% |
| 6M | -28.6% | +6.6% | -35.2% | -31.0% |
| YTD | -35.9% | -2.8% | -33.1% | -38.5% |
| 1Y | -47.6% | -8.1% | -39.6% | -48.7% |
| All | +197.3% | -25.3% | +222.6% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling