-42.4%
HIMS vs MXL
+316.6%
-359.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.6% |
| 7D | -3.9% | +1.6% | -5.6% | -4.3% |
| 30D | -12.4% | -7.0% | -5.5% | -12.0% |
| 3M | -1.1% | -33.4% | +32.3% | +3.4% |
| 6M | +68.4% | +260.2% | -191.7% | -5.0% |
| YTD | -14.7% | +260.0% | -274.6% | -52.3% |
| 1Y | -42.4% | +303.5% | -345.9% | -69.8% |
| All | -42.4% | +316.6% | -359.0% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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