-42.6%
HIMS vs PBF
+167.4%
-209.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.5% |
| 7D | -1.4% | +2.3% | -3.7% | -1.0% |
| 30D | -10.1% | +11.6% | -21.6% | -7.9% |
| 3M | -1.2% | +81.7% | -83.0% | +12.7% |
| 6M | +16.9% | +96.4% | -79.5% | +35.5% |
| YTD | -15.5% | +189.5% | -205.0% | -1.0% |
| 1Y | -42.6% | +180.7% | -223.3% | -27.3% |
| All | -42.6% | +167.4% | -209.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling