+184.7%
HIMS vs PBR
+393.7%
-209.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -2.7% | +0.3% | -3.1% | -2.7% |
| 30D | -12.2% | +17.5% | -29.7% | -13.3% |
| 3M | -3.7% | +20.9% | -24.6% | -5.3% |
| 6M | +25.9% | +20.2% | +5.7% | +23.6% |
| YTD | -14.1% | +84.3% | -98.4% | -18.4% |
| 1Y | -41.6% | +77.1% | -118.7% | -44.5% |
| 3Y | +327.3% | +100.8% | +226.4% | +302.1% |
| 5Y | +207.9% | +556.1% | -348.2% | +167.0% |
| All | +184.7% | +393.7% | -209.0% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling