+112.3%
HIMS vs MUB
+10.8%
+101.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.5% |
| 7D | -21.9% | +0.4% | -22.4% | -22.3% |
| 30D | -32.1% | +3.9% | -36.0% | -34.9% |
| 3M | -31.8% | -0.2% | -31.6% | -31.6% |
| 6M | -28.6% | -0.4% | -28.2% | -28.1% |
| YTD | -35.9% | +0.5% | -36.4% | -36.0% |
| 1Y | -47.6% | +0.7% | -48.3% | -47.8% |
| 3Y | +205.6% | +11.1% | +194.5% | +180.5% |
| 5Y | +170.3% | +3.7% | +166.5% | +151.9% |
| All | +112.3% | +10.8% | +101.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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