+181.2%
HIMS vs MOS
-29.7%
+211.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.0% |
| 7D | -21.9% | +5.5% | -27.4% | -23.2% |
| 30D | -32.1% | +21.0% | -53.0% | -36.1% |
| 3M | -31.8% | -0.5% | -31.3% | -32.3% |
| 6M | -28.6% | +6.6% | -35.2% | -31.1% |
| YTD | -35.9% | -2.8% | -33.1% | -37.9% |
| 1Y | -47.6% | -8.1% | -39.6% | -48.5% |
| 3Y | +205.6% | -25.6% | +231.2% | +217.5% |
| All | +181.2% | -29.7% | +211.0% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling