+1,964.4%
MU vs HIMS
+183.3%
+1,781.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | -3.9% | +12.9% | +9.8% |
| 30D | +13.8% | -12.4% | +26.3% | +16.1% |
| 3M | +2.1% | -1.1% | +3.2% | +1.4% |
| 6M | +153.8% | +68.4% | +85.4% | +125.3% |
| YTD | +256.4% | -14.7% | +271.0% | +253.0% |
| 1Y | +719.8% | -42.4% | +762.2% | +758.6% |
| 3Y | +1,360.4% | +304.5% | +1,055.8% | +852.9% |
| 5Y | +1,312.4% | +237.5% | +1,074.9% | +763.6% |
| All | +1,964.4% | +183.3% | +1,781.0% | +860.1% |
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 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