+203.1%
HIMS vs MSFU
+87.3%
+115.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.5% |
| 7D | -18.0% | -4.9% | -13.1% | -16.6% |
| 30D | -33.6% | -9.1% | -24.5% | -31.2% |
| 3M | -34.2% | +8.7% | -42.9% | -36.9% |
| 6M | -21.2% | +48.3% | -69.5% | -35.4% |
| YTD | -39.2% | -1.6% | -37.6% | -42.7% |
| 1Y | -49.4% | -13.6% | -35.8% | -49.4% |
| 3Y | +189.7% | +20.2% | +169.5% | +133.0% |
| All | +203.1% | +87.3% | +115.8% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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