+252.4%
HIMS vs MSFU
+103.9%
+148.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.2% | -14.0% |
| 7D | -9.1% | +14.6% | -23.7% | -14.5% |
| 30D | -25.8% | +2.1% | -27.9% | -26.7% |
| 3M | -27.4% | +14.7% | -42.0% | -32.0% |
| 6M | -18.9% | +55.7% | -74.5% | -34.7% |
| YTD | -29.4% | +7.1% | -36.5% | -35.6% |
| 1Y | -44.1% | -0.5% | -43.6% | -47.4% |
| 3Y | +246.0% | +35.7% | +210.3% | +164.6% |
| All | +252.4% | +103.9% | +148.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling