+0.7%
MCHP vs HIMS
+318.7%
-318.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | -6.0% | -8.2% | +2.2% | -5.3% |
| 3M | -19.7% | -4.7% | -15.0% | -19.7% |
| 6M | +14.0% | +6.3% | +7.7% | +11.3% |
| YTD | +18.4% | -15.3% | +33.7% | +17.7% |
| 1Y | +17.1% | -46.9% | +64.0% | +22.5% |
| 3Y | +0.7% | +321.3% | -320.6% | -27.9% |
| All | +0.7% | +318.7% | -318.0% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling