+165.3%
HIMS vs MOS
+17.0%
+148.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.1% | +7.9% | +8.0% |
| 7D | -6.1% | +21.6% | -27.7% | -9.7% |
| 30D | -12.0% | +12.0% | -24.0% | -14.3% |
| 3M | -12.3% | -3.9% | -8.5% | -12.2% |
| 6M | -3.3% | -3.3% | 0.0% | -3.7% |
| YTD | -19.9% | -4.6% | -15.3% | -20.9% |
| 1Y | -37.4% | -7.0% | -30.4% | -38.0% |
| 3Y | +314.0% | -24.4% | +338.4% | +324.0% |
| 5Y | +212.1% | -32.1% | +244.2% | +224.8% |
| All | +165.3% | +17.0% | +148.3% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling