+320.2%
HIMS vs MXL
+200.2%
+120.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.9% |
| 7D | -1.4% | +16.6% | -18.0% | -5.3% |
| 30D | -10.1% | +0.5% | -10.5% | -11.1% |
| 3M | -1.2% | -3.6% | +2.4% | -5.1% |
| 6M | +16.9% | +328.0% | -311.1% | -34.8% |
| YTD | -15.5% | +297.8% | -313.3% | -52.0% |
| 1Y | -42.6% | +339.4% | -382.0% | -68.8% |
| All | +320.2% | +200.2% | +120.0% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling