+321.3%
HIMS vs PBR
+99.7%
+221.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -0.7% | +5.4% | -6.1% | -1.5% |
| 30D | -8.2% | +22.9% | -31.1% | -11.1% |
| 3M | -4.7% | +19.6% | -24.3% | -7.6% |
| 6M | +6.3% | +16.5% | -10.2% | +2.8% |
| YTD | -15.3% | +86.7% | -101.9% | -25.2% |
| 1Y | -46.9% | +74.7% | -121.6% | -52.5% |
| 3Y | +321.3% | +102.6% | +218.7% | +276.9% |
| All | +321.3% | +99.7% | +221.6% | +276.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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