+134.1%
HIMS vs PCAR
+183.9%
-49.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.7% | -15.4% | -13.2% |
| 7D | -9.1% | +2.9% | -12.0% | -10.3% |
| 30D | -25.8% | -2.1% | -23.7% | -25.3% |
| 3M | -27.4% | -20.4% | -7.0% | -20.9% |
| 6M | -18.9% | -7.0% | -11.9% | -17.1% |
| YTD | -29.4% | -2.6% | -26.7% | -29.3% |
| 1Y | -44.1% | +9.8% | -53.9% | -46.8% |
| 3Y | +246.0% | +37.3% | +208.7% | +208.4% |
| 5Y | +177.1% | +116.4% | +60.6% | +120.0% |
| All | +134.1% | +183.9% | -49.8% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling