+27.6%
HIMS vs MSTU
-90.6%
+118.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +8.4% |
| 7D | -21.9% | -27.7% | +5.8% | -16.8% |
| 30D | -32.1% | -40.3% | +8.2% | -25.7% |
| 3M | -31.8% | +26.4% | -58.2% | -37.8% |
| 6M | -28.6% | -75.7% | +47.1% | -15.2% |
| YTD | -35.9% | -71.9% | +36.0% | -31.1% |
| 1Y | -47.6% | -89.3% | +41.6% | -33.7% |
| All | +27.6% | -90.6% | +118.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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