-15.2%
MCD vs HIMS
-45.1%
+30.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.2% |
| 7D | -2.5% | -1.4% | -1.2% | -2.6% |
| 30D | -7.0% | -10.1% | +3.0% | -7.2% |
| 3M | -9.8% | -1.2% | -8.6% | -9.8% |
| 6M | -21.8% | +16.9% | -38.7% | -21.7% |
| YTD | -15.6% | -15.5% | -0.1% | -16.2% |
| 1Y | -15.2% | -42.6% | +27.4% | -16.6% |
| All | -15.2% | -45.1% | +30.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling