+400.2%
MS vs HIMS
+165.8%
+234.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.1% | -8.6% | -1.4% |
| 7D | -1.6% | -6.1% | +4.5% | -1.0% |
| 30D | -3.8% | -12.0% | +8.2% | -2.7% |
| 3M | -14.6% | -12.3% | -2.3% | -14.0% |
| 6M | -5.1% | -3.3% | -1.8% | -6.2% |
| YTD | +4.5% | -19.9% | +24.4% | +3.5% |
| 1Y | +13.5% | -37.4% | +50.9% | +15.2% |
| 3Y | +160.4% | +314.0% | -153.6% | +93.3% |
| 5Y | +112.9% | +212.1% | -99.3% | +54.5% |
| All | +400.2% | +165.8% | +234.3% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling