-42.4%
HIMS vs MULL
+3,061.6%
-3,104.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.8% | -12.2% | -2.3% |
| 7D | -3.9% | +17.3% | -21.2% | -6.5% |
| 30D | -12.4% | +23.5% | -35.9% | -15.9% |
| 3M | -1.1% | -24.0% | +22.9% | -4.9% |
| 6M | +68.4% | +276.7% | -208.3% | +16.1% |
| YTD | -14.7% | +565.1% | -579.7% | -47.8% |
| 1Y | -42.4% | +2,802.6% | -2,845.0% | -75.3% |
| All | -42.4% | +3,061.6% | -3,104.0% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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