-37.7%
HIMS vs MTUM
+9.7%
-47.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +5.9% |
| 7D | -9.1% | -10.1% | +1.0% | +2.6% |
| 30D | -10.1% | -15.6% | +5.4% | +9.0% |
| 3M | -17.1% | -12.7% | -4.4% | -3.4% |
| 6M | -2.2% | -3.7% | +1.5% | -8.7% |
| YTD | -17.9% | +9.4% | -27.3% | -39.1% |
| 1Y | -37.7% | +10.2% | -47.9% | -54.9% |
| All | -37.7% | +9.7% | -47.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling