+1,521.6%
MU vs HIMS
+101.7%
+1,419.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | -0.6% |
| 7D | +21.6% | -18.0% | +39.6% | +25.6% |
| 30D | -16.2% | -33.6% | +17.4% | -9.8% |
| 3M | -12.4% | -34.2% | +21.8% | -6.0% |
| 6M | +4.2% | -21.2% | +25.4% | +7.6% |
| YTD | +180.0% | -39.2% | +219.2% | +194.2% |
| 1Y | +226.4% | -49.4% | +275.8% | +253.4% |
| 3Y | +969.7% | +189.7% | +780.0% | +642.3% |
| 5Y | +957.9% | +166.6% | +791.3% | +580.6% |
| All | +1,521.6% | +101.7% | +1,419.9% | +700.1% |
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