+147.3%
MA vs HIMS
+134.6%
+12.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.8% | +12.2% | +1.0% |
| 7D | -0.3% | -9.1% | +8.8% | 0.0% |
| 30D | +11.3% | -25.8% | +37.1% | +12.7% |
| 3M | +16.7% | -27.4% | +44.1% | +18.0% |
| 6M | +32.8% | -18.9% | +51.6% | +32.7% |
| YTD | +15.6% | -29.4% | +45.0% | +15.5% |
| 1Y | +19.6% | -44.1% | +63.7% | +20.8% |
| 3Y | +72.1% | +246.0% | -173.9% | +40.7% |
| 5Y | +96.0% | +177.1% | -81.0% | +54.3% |
| All | +147.3% | +134.6% | +12.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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