+526.5%
MRVL vs HIMS
+101.7%
+424.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | -24.1% | +35.1% | +17.6% |
| 30D | -36.1% | -28.8% | -7.3% | -31.0% |
| 3M | -29.4% | -31.4% | +2.0% | -23.4% |
| 6M | -11.9% | -18.3% | +6.4% | -8.8% |
| YTD | +84.8% | -39.2% | +124.0% | +96.7% |
| 1Y | +79.4% | -45.3% | +124.7% | +95.2% |
| 3Y | +195.7% | +181.9% | +13.9% | +69.2% |
| 5Y | +117.2% | +166.6% | -49.4% | +14.1% |
| All | +526.5% | +101.7% | +424.8% | +136.1% |
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