+176.8%
MS vs HIMS
+206.9%
-30.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +0.8% |
| 7D | -1.7% | -21.9% | +20.2% | +0.2% |
| 30D | +0.9% | -32.1% | +33.0% | +4.1% |
| 3M | -10.8% | -31.8% | +21.0% | -8.4% |
| 6M | +0.9% | -28.6% | +29.5% | +2.4% |
| YTD | +9.8% | -35.9% | +45.7% | +10.9% |
| 1Y | +17.1% | -47.6% | +64.7% | +20.3% |
| All | +176.8% | +206.9% | -30.2% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling