+178.0%
MO vs HIMS
+181.3%
-3.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +0.1% | -0.7% | +0.9% | +0.1% |
| 30D | +7.1% | -8.2% | +15.4% | +7.1% |
| 3M | -2.0% | -4.7% | +2.8% | -2.0% |
| 6M | +7.3% | +6.3% | +1.0% | +7.2% |
| YTD | +23.5% | -15.3% | +38.7% | +23.4% |
| 1Y | +11.0% | -46.9% | +57.8% | +11.4% |
| 3Y | +95.0% | +321.3% | -226.3% | +82.0% |
| 5Y | +100.6% | +215.8% | -115.2% | +86.0% |
| All | +178.0% | +181.3% | -3.3% | +100.1% |
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