-37.7%
HIMS vs MSTZ
-63.1%
+25.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.6% | +13.3% | +2.0% |
| 7D | -9.1% | +0.7% | -9.8% | -8.4% |
| 30D | -10.1% | +16.6% | -26.7% | -5.7% |
| 3M | -17.1% | -74.7% | +57.6% | -29.6% |
| 6M | -2.2% | -43.9% | +41.7% | +4.2% |
| YTD | -17.9% | -84.0% | +66.1% | -20.8% |
| 1Y | -37.7% | -65.1% | +27.4% | -23.7% |
| All | -37.7% | -63.1% | +25.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling