+209.4%
HIMS vs MCO
+26.6%
+182.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.5% |
| 7D | -1.4% | -7.3% | +6.0% | +4.6% |
| 30D | -10.1% | -1.7% | -8.4% | -9.4% |
| 3M | -1.2% | +3.9% | -5.1% | -5.5% |
| 6M | +16.9% | +3.8% | +13.1% | +11.4% |
| YTD | -15.5% | -7.9% | -7.6% | -12.2% |
| 1Y | -42.6% | -6.8% | -35.7% | -41.8% |
| 3Y | +320.2% | +40.9% | +279.3% | +204.3% |
| All | +209.4% | +26.6% | +182.8% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling