+290.9%
MRVL vs HIMS
+232.5%
+58.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.5% |
| 7D | +13.8% | -2.7% | +16.5% | +14.6% |
| 30D | +12.7% | -12.2% | +24.9% | +16.1% |
| 3M | -11.9% | -3.7% | -8.2% | -11.9% |
| 6M | +153.8% | +25.9% | +127.9% | +133.8% |
| YTD | +177.0% | -14.1% | +191.0% | +173.3% |
| 1Y | +252.3% | -41.6% | +294.0% | +276.3% |
| 3Y | +325.5% | +327.3% | -1.7% | +83.3% |
| 5Y | +290.9% | +207.9% | +82.9% | +53.9% |
| All | +290.9% | +232.5% | +58.3% | +53.9% |
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