+166.6%
HIMS vs PBF
+441.3%
-274.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.2% |
| 7D | -18.0% | +4.3% | -22.3% | -18.1% |
| 30D | -33.6% | -21.8% | -11.8% | -33.4% |
| 3M | -34.2% | +1.7% | -35.9% | -34.4% |
| 6M | -21.2% | +69.8% | -91.0% | -22.8% |
| YTD | -39.2% | +167.7% | -207.0% | -43.2% |
| 1Y | -49.4% | +89.0% | -138.4% | -51.4% |
| 3Y | +189.7% | +78.8% | +110.9% | +163.4% |
| 5Y | +166.6% | +415.4% | -248.8% | +132.3% |
| All | +166.6% | +441.3% | -274.7% | +132.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling