+328.6%
HIMS vs MSFU
+70.7%
+257.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | -12.2% | -6.3% | -5.9% | -10.4% |
| 3M | -3.7% | +40.0% | -43.7% | -18.4% |
| 6M | +25.9% | +30.1% | -4.2% | +8.5% |
| YTD | -14.1% | -10.3% | -3.7% | -15.6% |
| 1Y | -41.6% | -19.0% | -22.6% | -40.1% |
| 3Y | +327.3% | +25.8% | +301.5% | +236.6% |
| All | +328.6% | +70.7% | +257.9% | +189.0% |
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