+184.7%
HIMS vs MXL
+212.4%
-27.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -2.8% |
| 7D | -2.7% | +19.0% | -21.7% | -7.0% |
| 30D | -12.2% | +4.5% | -16.7% | -14.0% |
| 3M | -3.7% | -1.5% | -2.2% | -7.7% |
| 6M | +25.9% | +348.6% | -322.7% | -26.1% |
| YTD | -14.1% | +310.3% | -324.3% | -48.5% |
| 1Y | -41.6% | +344.7% | -386.3% | -66.1% |
| 3Y | +327.3% | +211.2% | +116.1% | +144.2% |
| 5Y | +207.9% | +34.8% | +173.1% | +107.8% |
| All | +184.7% | +212.4% | -27.7% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling