+182.8%
HIMS vs MTSI
+1,066.3%
-883.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.9% |
| 7D | -3.9% | +1.4% | -5.3% | -4.5% |
| 30D | -12.4% | +2.1% | -14.5% | -14.9% |
| 3M | -1.1% | -29.7% | +28.7% | +12.4% |
| 6M | +68.4% | +12.5% | +55.9% | +52.9% |
| YTD | -14.7% | +57.0% | -71.7% | -33.6% |
| 1Y | -42.4% | +103.9% | -146.3% | -60.3% |
| 3Y | +304.5% | +223.6% | +81.0% | +127.3% |
| 5Y | +237.5% | +321.6% | -84.0% | +70.0% |
| All | +182.8% | +1,066.3% | -883.6% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling