+182.8%
HIMS vs PBF
+228.8%
-46.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.9% | +4.3% | -8.2% | -4.0% |
| 30D | -12.4% | +22.0% | -34.4% | -12.8% |
| 3M | -1.1% | +74.5% | -75.6% | -2.4% |
| 6M | +68.4% | +67.7% | +0.8% | +65.8% |
| YTD | -14.7% | +179.2% | -193.8% | -17.8% |
| 1Y | -42.4% | +170.0% | -212.4% | -44.6% |
| 3Y | +304.5% | +66.4% | +238.1% | +287.8% |
| 5Y | +237.5% | +764.5% | -527.0% | +214.7% |
| All | +182.8% | +228.8% | -46.1% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling