+54.4%
MCD vs HIMS
+112.8%
-58.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.4% | -2.7% |
| 7D | -1.9% | -21.9% | +20.0% | -1.7% |
| 30D | +16.6% | -32.1% | +48.7% | +17.0% |
| 3M | +0.9% | -31.8% | +32.7% | +1.2% |
| 6M | +1.5% | -28.6% | +30.1% | +1.6% |
| YTD | -8.3% | -35.9% | +27.6% | -8.3% |
| 1Y | -8.1% | -47.6% | +39.5% | -7.8% |
| 3Y | +10.3% | +205.6% | -195.3% | +2.5% |
| 5Y | +23.4% | +170.3% | -146.8% | +12.7% |
| All | +54.4% | +112.8% | -58.4% | -2.1% |
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