+847.8%
MU vs HIMS
+211.8%
+636.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -2.9% | +3.4% |
| 7D | -22.0% | -6.1% | -15.9% | -20.8% |
| 30D | -36.6% | -12.0% | -24.6% | -34.8% |
| 3M | -21.7% | -12.3% | -9.4% | -20.0% |
| 6M | +3.5% | -3.3% | +6.8% | +3.2% |
| YTD | +141.9% | -19.9% | +161.9% | +142.6% |
| 1Y | +189.8% | -37.4% | +227.2% | +204.0% |
| 3Y | +855.4% | +314.0% | +541.4% | +454.5% |
| All | +847.8% | +211.8% | +636.1% | +370.5% |
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