+166.6%
HIMS vs MP
-13.5%
+180.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.0% | -7.2% | -5.8% |
| 7D | -18.0% | +11.0% | -29.0% | -20.8% |
| 30D | -33.6% | -11.7% | -21.9% | -30.9% |
| 3M | -34.2% | -30.8% | -3.4% | -26.2% |
| 6M | -21.2% | -42.9% | +21.7% | -6.9% |
| YTD | -39.2% | -25.9% | -13.4% | -34.4% |
| 1Y | -49.4% | -37.3% | -12.1% | -42.8% |
| 3Y | +189.7% | +150.7% | +39.1% | +68.2% |
| 5Y | +166.6% | -19.3% | +185.9% | +122.7% |
| All | +166.6% | -13.5% | +180.1% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling