+101.3%
HIMS vs PCAR
+186.4%
-85.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.5% |
| 7D | -18.0% | +2.1% | -20.1% | -18.8% |
| 30D | -33.6% | -1.2% | -32.4% | -33.4% |
| 3M | -34.2% | -18.6% | -15.6% | -28.8% |
| 6M | -21.2% | -5.1% | -16.1% | -20.0% |
| YTD | -39.2% | -1.8% | -37.5% | -39.4% |
| 1Y | -49.4% | +10.6% | -60.1% | -52.0% |
| 3Y | +189.7% | +34.9% | +154.8% | +159.5% |
| 5Y | +166.6% | +114.0% | +52.7% | +111.5% |
| All | +101.3% | +186.4% | -85.1% | +55.0% |
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