-42.4%
HIMS vs PCG
-6.6%
-35.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | +0.1% |
| 7D | -3.9% | -13.9% | +9.9% | -5.5% |
| 30D | -12.4% | -16.9% | +4.4% | -14.2% |
| 3M | -1.1% | -14.7% | +13.7% | -2.6% |
| 6M | +68.4% | -23.8% | +92.3% | +68.4% |
| YTD | -14.7% | -10.5% | -4.2% | -16.0% |
| 1Y | -42.4% | -5.1% | -37.3% | -42.1% |
| All | -42.4% | -6.6% | -35.8% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling