-26.1%
HIMS vs MULL
+1,230.7%
-1,256.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +1.1% |
| 7D | -24.1% | +24.5% | -48.6% | -28.0% |
| 30D | -28.8% | -35.5% | +6.7% | -24.1% |
| 3M | -31.4% | -44.8% | +13.4% | -25.5% |
| 6M | -18.3% | -45.5% | +27.2% | -22.0% |
| YTD | -39.2% | +232.5% | -271.8% | -66.5% |
| 1Y | -45.3% | +343.3% | -388.5% | -73.1% |
| All | -26.1% | +1,230.7% | -1,256.8% | -78.3% |
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 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