+134.1%
HIMS vs PCG
+21.9%
+112.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -11.9% |
| 7D | -9.1% | -1.1% | -8.1% | -9.0% |
| 30D | -25.8% | +0.1% | -25.9% | -25.8% |
| 3M | -27.4% | -24.4% | -3.0% | -25.8% |
| 6M | -18.9% | -17.7% | -1.2% | -18.0% |
| YTD | -29.4% | -17.4% | -11.9% | -28.8% |
| 1Y | -44.1% | -19.4% | -24.7% | -43.5% |
| 3Y | +246.0% | -18.6% | +264.6% | +249.6% |
| 5Y | +177.1% | +10.2% | +166.8% | +172.8% |
| All | +134.1% | +21.9% | +112.2% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling