+132.7%
MRK vs HIMS
+188.0%
-55.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.2% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +15.5% | -10.8% | +26.3% | +15.4% |
| 3M | +25.1% | +3.7% | +21.4% | +25.1% |
| 6M | +30.1% | +79.0% | -48.9% | +30.0% |
| YTD | +43.1% | -13.2% | +56.4% | +43.1% |
| 1Y | +82.5% | -43.3% | +125.7% | +82.4% |
| 3Y | +49.3% | +331.4% | -282.1% | +45.0% |
| 5Y | +130.3% | +230.2% | -100.0% | +122.3% |
| All | +132.7% | +188.0% | -55.4% | +76.6% |
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 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