+806.9%
MRVL vs HIMS
+180.6%
+626.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | +8.7% | -1.4% | +10.0% | +9.0% |
| 30D | +6.9% | -10.1% | +17.0% | +9.4% |
| 3M | -10.1% | -1.2% | -8.9% | -10.6% |
| 6M | +143.4% | +16.9% | +126.5% | +129.7% |
| YTD | +167.5% | -15.5% | +183.0% | +165.1% |
| 1Y | +239.0% | -42.6% | +281.5% | +261.3% |
| 3Y | +311.0% | +320.2% | -9.2% | +113.7% |
| 5Y | +278.0% | +215.0% | +62.9% | +88.5% |
| All | +806.9% | +180.6% | +626.3% | +218.1% |
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