+112.3%
HIMS vs PCAR
+191.3%
-78.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.4% | +7.9% |
| 7D | -21.9% | +2.2% | -24.1% | -22.7% |
| 30D | -32.1% | +0.3% | -32.4% | -32.3% |
| 3M | -31.8% | -17.9% | -13.9% | -26.5% |
| 6M | -28.6% | -3.4% | -25.2% | -28.1% |
| YTD | -35.9% | -0.1% | -35.8% | -36.5% |
| 1Y | -47.6% | +13.4% | -61.1% | -50.8% |
| 3Y | +205.6% | +37.2% | +168.4% | +171.9% |
| 5Y | +170.3% | +117.3% | +52.9% | +113.0% |
| All | +112.3% | +191.3% | -78.9% | +62.4% |
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