+71.1%
HIMS vs MSTZ
-99.2%
+170.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.4% | 0.0% |
| 7D | -2.7% | -23.6% | +20.8% | -6.4% |
| 30D | -12.2% | -60.7% | +48.5% | -22.6% |
| 3M | -3.7% | -58.3% | +54.5% | -10.5% |
| 6M | +25.9% | -60.0% | +85.9% | +24.0% |
| YTD | -14.1% | -75.2% | +61.1% | -14.9% |
| 1Y | -41.6% | -19.9% | -21.7% | -24.5% |
| All | +71.1% | -99.2% | +170.2% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling