+314.0%
HIMS vs MPC
+160.2%
+153.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.3% |
| 7D | -6.1% | -16.2% | +10.1% | -3.2% |
| 30D | -12.0% | -15.7% | +3.7% | -9.8% |
| 3M | -12.3% | +24.9% | -37.2% | -18.7% |
| 6M | -3.3% | +52.7% | -55.9% | -16.2% |
| YTD | -19.9% | +131.9% | -151.8% | -42.9% |
| 1Y | -37.4% | +96.6% | -134.0% | -51.8% |
| 3Y | +314.0% | +163.8% | +150.2% | +170.4% |
| All | +314.0% | +160.2% | +153.8% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling