+180.7%
HIMS vs MRSH
+98.0%
+82.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -0.7% | -4.8% | +4.0% | +0.6% |
| 30D | -8.2% | -6.3% | -1.9% | -6.7% |
| 3M | -4.7% | +5.8% | -10.5% | -7.6% |
| 6M | +6.3% | +2.8% | +3.5% | +3.6% |
| YTD | -15.3% | -3.1% | -12.2% | -15.6% |
| 1Y | -46.9% | -11.3% | -35.6% | -45.5% |
| 3Y | +321.3% | -5.0% | +326.3% | +318.2% |
| 5Y | +215.8% | +19.2% | +196.7% | +187.5% |
| All | +180.7% | +98.0% | +82.7% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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