+425.5%
MS vs HIMS
+112.8%
+312.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +0.7% |
| 7D | -1.7% | -21.9% | +20.2% | +0.4% |
| 30D | +0.9% | -32.1% | +33.0% | +4.5% |
| 3M | -10.8% | -31.8% | +21.0% | -8.1% |
| 6M | +0.9% | -28.6% | +29.5% | +2.5% |
| YTD | +9.8% | -35.9% | +45.7% | +10.9% |
| 1Y | +17.1% | -47.6% | +64.7% | +20.6% |
| 3Y | +175.7% | +205.6% | -29.9% | +110.9% |
| 5Y | +125.9% | +170.3% | -44.4% | +66.2% |
| All | +425.5% | +112.8% | +312.7% | +163.1% |
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