+320.2%
HIMS vs MKC
-31.7%
+351.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.8% |
| 7D | -1.4% | -2.8% | +1.4% | -1.8% |
| 30D | -10.1% | -3.4% | -6.7% | -10.5% |
| 3M | -1.2% | +3.8% | -5.0% | -0.8% |
| 6M | +16.9% | -17.9% | +34.8% | +14.0% |
| YTD | -15.5% | -23.6% | +8.1% | -17.7% |
| 1Y | -42.6% | -23.1% | -19.5% | -44.0% |
| All | +320.2% | -31.7% | +351.9% | +309.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling