+165.3%
HIMS vs MPWR
+676.0%
-510.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.8% | +5.8% |
| 7D | -6.1% | -1.7% | -4.3% | -5.5% |
| 30D | -12.0% | -16.5% | +4.5% | -5.3% |
| 3M | -12.3% | -12.3% | -0.1% | -8.1% |
| 6M | -3.3% | -27.7% | +24.5% | +8.6% |
| YTD | -19.9% | +32.0% | -51.9% | -30.5% |
| 1Y | -37.4% | +25.1% | -62.5% | -44.4% |
| 3Y | +314.0% | +146.5% | +167.5% | +160.6% |
| 5Y | +212.1% | +126.0% | +86.1% | +88.1% |
| All | +165.3% | +676.0% | -510.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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