+180.7%
HIMS vs MRNA
+775.2%
-594.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -0.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -8.2% | +126.1% | -134.3% | -27.8% |
| 3M | -4.7% | +190.0% | -194.7% | -28.7% |
| 6M | +6.3% | +157.2% | -150.9% | -18.6% |
| YTD | -15.3% | +388.2% | -403.5% | -42.9% |
| 1Y | -46.9% | +467.0% | -513.9% | -65.4% |
| 3Y | +321.3% | +36.1% | +285.2% | +236.4% |
| 5Y | +215.8% | -68.0% | +283.8% | +182.2% |
| All | +180.7% | +775.2% | -594.5% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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