+2,396.1%
MUU vs HIMS
+52.7%
+2,343.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -8.2% | -0.7% | -7.5% | -8.0% |
| 30D | +10.2% | -8.2% | +18.4% | +13.1% |
| 3M | -26.5% | -4.7% | -21.8% | -25.6% |
| 6M | +227.2% | +6.3% | +220.9% | +218.5% |
| YTD | +527.4% | -15.3% | +542.7% | +544.6% |
| 1Y | +1,843.7% | -46.9% | +1,890.5% | +2,191.5% |
| All | +2,396.1% | +52.7% | +2,343.3% | +1,712.9% |
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