+187.4%
HIMS vs MPC
+816.6%
-629.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.4% |
| 7D | -0.9% | +3.9% | -4.8% | -1.4% |
| 30D | -10.8% | +33.8% | -44.6% | -14.0% |
| 3M | +3.7% | +49.9% | -46.2% | -1.7% |
| 6M | +79.0% | +80.9% | -2.0% | +64.5% |
| YTD | -13.2% | +147.4% | -160.7% | -23.9% |
| 1Y | -43.3% | +123.2% | -166.5% | -49.5% |
| 3Y | +331.4% | +171.7% | +159.7% | +271.5% |
| 5Y | +230.2% | +678.6% | -448.3% | +162.0% |
| All | +187.4% | +816.6% | -629.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling