-37.7%
HIMS vs MCK
+31.3%
-69.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.2% | +5.2% |
| 7D | -9.1% | +11.3% | -20.4% | -6.9% |
| 30D | -10.1% | +16.8% | -27.0% | -6.7% |
| 3M | -17.1% | +28.9% | -46.0% | -11.3% |
| 6M | -2.2% | +32.7% | -34.9% | +6.7% |
| YTD | -17.9% | +30.8% | -48.7% | -6.5% |
| 1Y | -37.7% | +27.6% | -65.3% | -28.5% |
| All | -37.7% | +31.3% | -69.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling