+302.2%
HIMS vs MOS
-29.5%
+331.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.9% | +9.5% | -13.5% | -6.6% |
| 30D | -12.4% | +10.4% | -22.9% | -15.1% |
| 3M | -1.1% | +12.9% | -14.0% | -5.1% |
| 6M | +68.4% | +1.2% | +67.2% | +65.1% |
| YTD | -14.7% | +9.3% | -24.0% | -20.1% |
| 1Y | -42.4% | -18.0% | -24.4% | -39.8% |
| All | +302.2% | -29.5% | +331.6% | +318.5% |
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