+184.7%
HIMS vs MKC
-24.3%
+209.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -1.0% |
| 7D | -2.7% | -4.3% | +1.6% | -2.8% |
| 30D | -12.2% | -3.1% | -9.1% | -12.2% |
| 3M | -3.7% | +6.8% | -10.5% | -3.8% |
| 6M | +25.9% | -18.3% | +44.2% | +25.6% |
| YTD | -14.1% | -23.1% | +9.0% | -14.2% |
| 1Y | -41.6% | -23.7% | -17.9% | -41.7% |
| 3Y | +327.3% | -31.0% | +358.3% | +326.6% |
| 5Y | +207.9% | -33.5% | +241.5% | +207.3% |
| All | +184.7% | -24.3% | +209.0% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling