+210.1%
HIMS vs MTCH
-73.3%
+283.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.4% |
| 7D | -0.7% | +1.3% | -2.0% | -1.4% |
| 30D | -8.2% | +15.9% | -24.1% | -15.4% |
| 3M | -4.7% | +23.3% | -28.0% | -15.4% |
| 6M | +6.3% | +40.1% | -33.8% | -10.9% |
| YTD | -15.3% | +33.6% | -48.9% | -27.7% |
| 1Y | -46.9% | +14.1% | -60.9% | -50.9% |
| 3Y | +321.3% | +1.4% | +319.9% | +292.6% |
| All | +210.1% | -73.3% | +283.4% | +592.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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