+180.9%
HIMS vs MP
+140.7%
+40.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.4% | -13.2% | -15.6% |
| 7D | -25.6% | -3.6% | -21.9% | -24.8% |
| 30D | -38.1% | -21.0% | -17.2% | -33.8% |
| 3M | -39.8% | -33.3% | -6.5% | -32.5% |
| 6M | -32.3% | -45.9% | +13.6% | -20.5% |
| YTD | -41.1% | -27.8% | -13.3% | -36.0% |
| 1Y | -53.4% | -43.2% | -10.2% | -46.8% |
| 3Y | +180.9% | +144.0% | +36.9% | +84.5% |
| All | +180.9% | +140.7% | +40.3% | +84.5% |
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