+173.3%
HIMS vs MUB
+10.7%
+162.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -15.5% |
| 7D | -25.6% | +0.6% | -26.2% | -26.6% |
| 30D | -38.1% | +3.4% | -41.6% | -43.2% |
| 3M | -39.8% | -0.7% | -39.1% | -38.5% |
| 6M | -32.3% | -1.0% | -31.4% | -30.1% |
| YTD | -41.1% | 0.0% | -41.1% | -40.3% |
| 1Y | -53.4% | +0.4% | -53.8% | -53.1% |
| All | +173.3% | +10.7% | +162.6% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling