+184.7%
HIMS vs MCO
+134.7%
+50.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.4% |
| 30D | -12.2% | -0.5% | -11.6% | -12.3% |
| 3M | -3.7% | +5.7% | -9.4% | -6.7% |
| 6M | +25.9% | +3.0% | +22.9% | +23.2% |
| YTD | -14.1% | -6.5% | -7.6% | -12.5% |
| 1Y | -41.6% | -5.8% | -35.9% | -41.1% |
| 3Y | +327.3% | +43.1% | +284.1% | +271.5% |
| 5Y | +207.9% | +29.5% | +178.5% | +163.4% |
| All | +184.7% | +134.7% | +50.0% | +133.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling