+95.2%
HIMS vs MTSI
+882.1%
-786.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.5% | -15.1% | -16.0% |
| 7D | -25.6% | -3.8% | -21.7% | -25.0% |
| 30D | -38.1% | -31.4% | -6.7% | -29.3% |
| 3M | -39.8% | -23.8% | -16.0% | -35.5% |
| 6M | -32.3% | -37.1% | +4.7% | -23.1% |
| YTD | -41.1% | +32.2% | -73.3% | -52.6% |
| 1Y | -53.4% | +26.9% | -80.3% | -61.7% |
| 3Y | +180.9% | +193.7% | -12.8% | +59.1% |
| 5Y | +138.5% | +218.0% | -79.5% | +27.4% |
| All | +95.2% | +882.1% | -786.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling