+180.7%
HIMS vs MCK
+531.3%
-350.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -8.2% | +0.4% | -8.6% | -8.3% |
| 3M | -4.7% | +12.1% | -16.8% | -5.8% |
| 6M | +6.3% | -5.4% | +11.7% | +7.2% |
| YTD | -15.3% | +7.8% | -23.1% | -15.9% |
| 1Y | -46.9% | +22.9% | -69.8% | -48.2% |
| 3Y | +321.3% | +110.7% | +210.6% | +289.3% |
| 5Y | +215.8% | +346.2% | -130.3% | +170.8% |
| All | +180.7% | +531.3% | -350.6% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling