+331.4%
HIMS vs PBF
+62.4%
+269.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.6% |
| 7D | -0.9% | +2.4% | -3.3% | -1.0% |
| 30D | -10.8% | +24.9% | -35.7% | -11.3% |
| 3M | +3.7% | +81.9% | -78.2% | +1.9% |
| 6M | +79.0% | +79.4% | -0.4% | +74.2% |
| YTD | -13.2% | +188.3% | -201.6% | -21.2% |
| 1Y | -43.3% | +177.3% | -220.5% | -48.7% |
| 3Y | +331.4% | +56.0% | +275.4% | +267.1% |
| All | +331.4% | +62.4% | +269.0% | +267.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling