+58.1%
MCD vs HIMS
+134.6%
-76.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -11.8% | +13.5% | +1.9% |
| 7D | +5.9% | -9.1% | +15.1% | +6.0% |
| 30D | +19.6% | -25.8% | +45.5% | +20.0% |
| 3M | +3.3% | -27.4% | +30.6% | +3.5% |
| 6M | +3.5% | -18.9% | +22.3% | +3.4% |
| YTD | -6.1% | -29.4% | +23.2% | -6.1% |
| 1Y | -3.7% | -44.1% | +40.4% | -3.4% |
| 3Y | +13.4% | +246.0% | -232.6% | +5.1% |
| 5Y | +25.2% | +177.1% | -151.9% | +14.4% |
| All | +58.1% | +134.6% | -76.4% | +0.2% |
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