-37.7%
HIMS vs MKC
-18.2%
-19.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.7% | +6.3% |
| 7D | -9.1% | +9.6% | -18.7% | -4.9% |
| 30D | -10.1% | +12.0% | -22.2% | -4.8% |
| 3M | -17.1% | -2.0% | -15.1% | -17.7% |
| 6M | -2.2% | +7.2% | -9.4% | +1.6% |
| YTD | -17.9% | -23.7% | +5.8% | -36.1% |
| 1Y | -37.7% | -18.3% | -19.4% | -48.9% |
| All | -37.7% | -18.2% | -19.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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