+92.3%
MA vs HIMS
+211.8%
-119.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -0.9% |
| 7D | +2.3% | -6.1% | +8.4% | +2.6% |
| 30D | +14.7% | -12.0% | +26.7% | +15.2% |
| 3M | +13.5% | -12.3% | +25.8% | +13.8% |
| 6M | +33.1% | -3.3% | +36.4% | +31.8% |
| YTD | +15.1% | -19.9% | +35.0% | +14.3% |
| 1Y | +18.7% | -37.4% | +56.1% | +19.6% |
| 3Y | +72.1% | +314.0% | -241.9% | +27.8% |
| All | +92.3% | +211.8% | -119.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling