+43.7%
MCD vs HIMS
+188.0%
-144.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -6.1% | -10.8% | +4.7% | -6.1% |
| 3M | -7.3% | +3.7% | -10.9% | -7.5% |
| 6M | -20.9% | +79.0% | -99.9% | -21.9% |
| YTD | -14.7% | -13.2% | -1.4% | -14.8% |
| 1Y | -16.1% | -43.3% | +27.1% | -15.9% |
| 3Y | -1.5% | +331.4% | -332.9% | -8.9% |
| 5Y | +20.4% | +230.2% | -209.8% | +9.9% |
| All | +43.7% | +188.0% | -144.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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