+125.6%
MRK vs HIMS
+181.3%
-55.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.3% | -0.7% | -3.5% | -4.3% |
| 30D | +8.3% | -8.2% | +16.5% | +8.3% |
| 3M | +20.0% | -4.7% | +24.8% | +20.0% |
| 6M | +25.7% | +6.3% | +19.4% | +25.7% |
| YTD | +38.7% | -15.3% | +54.0% | +38.7% |
| 1Y | +74.7% | -46.9% | +121.5% | +74.7% |
| 3Y | +45.4% | +321.3% | -275.9% | +41.2% |
| 5Y | +129.0% | +215.8% | -86.8% | +121.2% |
| All | +125.6% | +181.3% | -55.7% | +71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling