+180.7%
HIMS vs MKC
-24.5%
+205.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.3% |
| 7D | -0.7% | -1.5% | +0.7% | -0.8% |
| 30D | -8.2% | -3.1% | -5.1% | -8.3% |
| 3M | -4.7% | +5.2% | -9.9% | -4.8% |
| 6M | +6.3% | -12.8% | +19.1% | +6.1% |
| YTD | -15.3% | -23.3% | +8.0% | -15.4% |
| 1Y | -46.9% | -24.1% | -22.7% | -46.9% |
| 3Y | +321.3% | -32.1% | +353.4% | +321.0% |
| 5Y | +215.8% | -32.8% | +248.6% | +215.3% |
| All | +180.7% | -24.5% | +205.2% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling