+180.7%
HIMS vs MTUM
+174.2%
+6.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -1.0% |
| 7D | -0.7% | +0.7% | -1.4% | -1.4% |
| 30D | -8.2% | -2.4% | -5.8% | -6.0% |
| 3M | -4.7% | -3.6% | -1.1% | -2.0% |
| 6M | +6.3% | +23.7% | -17.4% | -15.0% |
| YTD | -15.3% | +22.9% | -38.2% | -31.4% |
| 1Y | -46.9% | +21.8% | -68.6% | -56.2% |
| 3Y | +321.3% | +114.4% | +206.8% | +131.0% |
| 5Y | +215.8% | +79.6% | +136.3% | +94.2% |
| All | +180.7% | +174.2% | +6.5% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling