+314.0%
HIMS vs MP
+114.3%
+199.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +4.9% | +3.1% | +6.6% |
| 7D | -6.1% | -10.5% | +4.4% | -2.9% |
| 30D | -12.0% | -23.5% | +11.6% | -4.8% |
| 3M | -12.3% | -25.4% | +13.1% | -4.5% |
| 6M | -3.3% | -51.3% | +48.0% | +17.1% |
| YTD | -19.9% | -29.9% | +10.0% | -12.1% |
| 1Y | -37.4% | -31.8% | -5.5% | -31.0% |
| 3Y | +314.0% | +127.0% | +187.0% | +169.0% |
| All | +314.0% | +114.3% | +199.7% | +169.0% |
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