-42.4%
HIMS vs MKC
-23.4%
-19.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.9% |
| 7D | -3.9% | -5.9% | +2.0% | -7.2% |
| 30D | -12.4% | -0.9% | -11.6% | -12.7% |
| 3M | -1.1% | +12.7% | -13.8% | +6.6% |
| 6M | +68.4% | -19.3% | +87.7% | +35.1% |
| YTD | -14.7% | -22.2% | +7.5% | -32.7% |
| 1Y | -42.4% | -23.3% | -19.1% | -52.9% |
| All | -42.4% | -23.4% | -19.0% | -52.9% |
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