+76.0%
MCHP vs HIMS
+185.3%
-109.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.3% | -2.7% | +3.1% | +0.8% |
| 30D | -9.8% | -12.2% | +2.4% | -8.2% |
| 3M | -19.7% | -3.7% | -16.0% | -20.0% |
| 6M | +13.6% | +25.9% | -12.3% | +6.9% |
| YTD | +16.5% | -14.1% | +30.6% | +14.6% |
| 1Y | +15.7% | -41.6% | +57.3% | +19.7% |
| 3Y | 0.0% | +327.3% | -327.3% | -39.4% |
| 5Y | +4.4% | +207.9% | -203.5% | -38.6% |
| All | +76.0% | +185.3% | -109.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling