+95.2%
HIMS vs MSI
+247.8%
-152.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -25.6% | +7.4% | -33.0% | -27.0% |
| 30D | -38.1% | +18.7% | -56.9% | -40.8% |
| 3M | -39.8% | +14.5% | -54.2% | -41.9% |
| 6M | -32.3% | +38.1% | -70.4% | -38.3% |
| YTD | -41.1% | +38.7% | -79.8% | -47.0% |
| 1Y | -53.4% | +35.4% | -88.8% | -57.8% |
| 3Y | +180.9% | +75.1% | +105.8% | +127.5% |
| 5Y | +138.5% | +126.4% | +12.1% | +73.9% |
| All | +95.2% | +247.8% | -152.6% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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