+184.7%
HIMS vs MTCH
-43.1%
+227.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.2% |
| 7D | -2.7% | -2.4% | -0.3% | -1.8% |
| 30D | -12.2% | +12.8% | -25.0% | -16.7% |
| 3M | -3.7% | +20.0% | -23.7% | -11.1% |
| 6M | +25.9% | +34.7% | -8.8% | +11.6% |
| YTD | -14.1% | +30.6% | -44.6% | -23.2% |
| 1Y | -41.6% | +10.9% | -52.6% | -44.4% |
| 3Y | +327.3% | -2.0% | +329.3% | +311.0% |
| 5Y | +207.9% | -72.6% | +280.6% | +332.3% |
| All | +184.7% | -43.1% | +227.8% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling