+187.4%
HIMS vs PCAR
+228.9%
-41.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +2.4% |
| 7D | -0.9% | 0.0% | -1.0% | -1.0% |
| 30D | -10.8% | -7.7% | -3.1% | -8.0% |
| 3M | +3.7% | +3.7% | 0.0% | +2.1% |
| 6M | +79.0% | +2.3% | +76.7% | +77.0% |
| YTD | -13.2% | +12.8% | -26.0% | -17.7% |
| 1Y | -43.3% | +27.8% | -71.0% | -48.9% |
| 3Y | +331.4% | +61.8% | +269.6% | +262.7% |
| 5Y | +230.2% | +168.2% | +62.0% | +147.7% |
| All | +187.4% | +228.9% | -41.4% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCAR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling