+21.6%
MCD vs HIMS
+237.9%
-216.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | -3.9% | +1.1% | -2.8% |
| 30D | -6.0% | -12.4% | +6.4% | -5.9% |
| 3M | -5.6% | -1.1% | -4.5% | -5.7% |
| 6M | -21.9% | +68.4% | -90.3% | -22.7% |
| YTD | -14.7% | -14.7% | 0.0% | -14.8% |
| 1Y | -17.3% | -42.4% | +25.1% | -17.1% |
| 3Y | -2.2% | +304.5% | -306.7% | -10.7% |
| All | +21.6% | +237.9% | -216.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling