+180.7%
HIMS vs MXL
+225.8%
-45.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.3% | -1.6% |
| 7D | -0.7% | +18.9% | -19.6% | -5.1% |
| 30D | -8.2% | +0.3% | -8.5% | -9.2% |
| 3M | -4.7% | -8.0% | +3.3% | -7.0% |
| 6M | +6.3% | +341.2% | -334.9% | -37.3% |
| YTD | -15.3% | +327.8% | -343.1% | -49.8% |
| 1Y | -46.9% | +364.9% | -411.8% | -69.5% |
| 3Y | +321.3% | +229.2% | +92.1% | +137.3% |
| 5Y | +215.8% | +42.8% | +173.1% | +110.4% |
| All | +180.7% | +225.8% | -45.1% | +72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling