+331.4%
HIMS vs MSFU
+29.4%
+302.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.6% |
| 7D | -0.9% | -3.2% | +2.2% | +0.1% |
| 30D | -10.8% | -3.1% | -7.7% | -10.3% |
| 3M | +3.7% | +35.3% | -31.6% | -10.6% |
| 6M | +79.0% | +31.6% | +47.4% | +53.7% |
| YTD | -13.2% | -9.5% | -3.7% | -15.0% |
| 1Y | -43.3% | -18.4% | -24.8% | -41.7% |
| 3Y | +331.4% | +26.9% | +304.5% | +247.1% |
| All | +331.4% | +29.4% | +302.0% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling