+182.8%
HIMS vs PCAR
+234.8%
-52.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -12.4% | -6.2% | -6.2% | -10.1% |
| 3M | -1.1% | +5.9% | -7.0% | -3.3% |
| 6M | +68.4% | +0.4% | +68.1% | +67.8% |
| YTD | -14.7% | +14.8% | -29.5% | -19.6% |
| 1Y | -42.4% | +30.1% | -72.5% | -48.5% |
| 3Y | +304.5% | +66.7% | +237.9% | +236.5% |
| 5Y | +237.5% | +166.1% | +71.4% | +151.6% |
| All | +182.8% | +234.8% | -52.0% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling