+180.7%
HIMS vs MCO
+134.9%
+45.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | -0.5% |
| 7D | -0.7% | -3.8% | +3.0% | +1.0% |
| 30D | -8.2% | -0.4% | -7.8% | -8.4% |
| 3M | -4.7% | +7.7% | -12.4% | -8.5% |
| 6M | +6.3% | +7.0% | -0.7% | +2.3% |
| YTD | -15.3% | -6.4% | -8.9% | -13.7% |
| 1Y | -46.9% | -7.6% | -39.2% | -45.9% |
| 3Y | +321.3% | +43.2% | +278.1% | +266.2% |
| 5Y | +215.8% | +29.6% | +186.3% | +170.0% |
| All | +180.7% | +134.9% | +45.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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