+180.0%
HIMS vs MTUM
+170.8%
+9.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | +0.3% |
| 7D | -1.4% | +1.2% | -2.6% | -2.6% |
| 30D | -10.1% | -1.7% | -8.4% | -8.7% |
| 3M | -1.2% | -0.5% | -0.8% | -1.7% |
| 6M | +16.9% | +22.3% | -5.4% | -5.4% |
| YTD | -15.5% | +21.4% | -36.8% | -30.7% |
| 1Y | -42.6% | +20.0% | -62.6% | -52.0% |
| 3Y | +320.2% | +113.0% | +207.3% | +132.5% |
| 5Y | +215.0% | +77.3% | +137.8% | +96.2% |
| All | +180.0% | +170.8% | +9.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling