+112.3%
HIMS vs MSCI
+205.5%
-93.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.5% |
| 7D | -21.9% | -1.9% | -20.0% | -21.5% |
| 30D | -32.1% | +16.5% | -48.5% | -36.2% |
| 3M | -31.8% | +18.2% | -50.0% | -36.6% |
| 6M | -28.6% | +14.0% | -42.6% | -33.3% |
| YTD | -35.9% | +16.6% | -52.5% | -40.9% |
| 1Y | -47.6% | +14.8% | -62.5% | -51.5% |
| 3Y | +205.6% | +33.3% | +172.3% | +161.4% |
| 5Y | +170.3% | +9.1% | +161.2% | +134.7% |
| All | +112.3% | +205.5% | -93.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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