-46.9%
HIMS vs MCK
+25.1%
-72.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.7% | -2.9% | +2.2% | -1.5% |
| 30D | -8.2% | +0.4% | -8.6% | -7.9% |
| 3M | -4.7% | +12.1% | -16.8% | -1.9% |
| 6M | +6.3% | -5.4% | +11.7% | +12.2% |
| YTD | -15.3% | +7.8% | -23.1% | -9.2% |
| 1Y | -46.9% | +22.9% | -69.8% | -42.7% |
| All | -46.9% | +25.1% | -72.0% | -42.7% |
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