+180.0%
HIMS vs PBF
+241.0%
-61.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.7% |
| 7D | -1.4% | +2.3% | -3.7% | -1.4% |
| 30D | -10.1% | +11.6% | -21.6% | -10.3% |
| 3M | -1.2% | +81.7% | -83.0% | -2.6% |
| 6M | +16.9% | +96.4% | -79.5% | +14.7% |
| YTD | -15.5% | +189.5% | -205.0% | -18.6% |
| 1Y | -42.6% | +180.7% | -223.3% | -44.8% |
| 3Y | +320.2% | +56.6% | +263.6% | +303.4% |
| 5Y | +215.0% | +802.0% | -586.9% | +193.5% |
| All | +180.0% | +241.0% | -61.0% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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