+4.5%
HIMS vs MULL
+2,620.5%
-2,615.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.4% | -6.4% | -2.1% |
| 7D | -2.7% | +14.8% | -17.5% | -5.7% |
| 30D | -12.2% | +36.6% | -48.7% | -18.5% |
| 3M | -3.7% | -8.9% | +5.2% | -10.7% |
| 6M | +25.9% | +311.9% | -286.0% | -26.0% |
| YTD | -14.1% | +579.8% | -593.9% | -57.7% |
| 1Y | -41.6% | +2,421.5% | -2,463.2% | -82.1% |
| All | +4.5% | +2,620.5% | -2,615.9% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling