+112.3%
HIMS vs MPC
+828.3%
-715.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.4% | +5.4% | +8.4% |
| 7D | -21.9% | +2.6% | -24.5% | -22.1% |
| 30D | -32.1% | -12.2% | -19.9% | -31.3% |
| 3M | -31.8% | +20.1% | -51.9% | -33.6% |
| 6M | -28.6% | +60.6% | -89.2% | -33.3% |
| YTD | -35.9% | +150.6% | -186.5% | -44.1% |
| 1Y | -47.6% | +104.7% | -152.3% | -53.0% |
| 3Y | +205.6% | +194.5% | +11.1% | +160.3% |
| 5Y | +170.3% | +582.3% | -412.0% | +114.6% |
| All | +112.3% | +828.3% | -715.9% | +64.1% |
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