+302.2%
HIMS vs MP
+154.2%
+148.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | -3.9% | -2.9% | -1.1% | -3.2% |
| 30D | -12.4% | +13.8% | -26.3% | -15.5% |
| 3M | -1.1% | -16.7% | +15.6% | +3.3% |
| 6M | +68.4% | -11.5% | +79.9% | +72.1% |
| YTD | -14.7% | +7.9% | -22.6% | -17.3% |
| 1Y | -42.4% | -15.0% | -27.4% | -42.6% |
| All | +302.2% | +154.2% | +148.0% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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