+1.4%
MCHP vs HIMS
+202.2%
-200.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.9% |
| 30D | -11.1% | -10.1% | -1.1% | -9.9% |
| 3M | -18.1% | -1.2% | -16.9% | -18.7% |
| 6M | +10.8% | +16.9% | -6.1% | +5.3% |
| YTD | +14.2% | -15.5% | +29.7% | +12.8% |
| 1Y | +13.5% | -42.6% | +56.0% | +18.1% |
| 3Y | -2.0% | +320.2% | -322.2% | -46.0% |
| 5Y | +1.4% | +215.0% | -213.7% | -46.6% |
| All | +1.4% | +202.2% | -200.8% | -46.6% |
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 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