+187.4%
HIMS vs PCG
+37.0%
+150.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -2.0% | +1.3% |
| 7D | -0.9% | +5.4% | -6.4% | -1.4% |
| 30D | -10.8% | -15.1% | +4.3% | -9.8% |
| 3M | +3.7% | -9.8% | +13.5% | +4.1% |
| 6M | +79.0% | -18.0% | +97.0% | +81.2% |
| YTD | -13.2% | -7.2% | -6.0% | -13.4% |
| 1Y | -43.3% | +2.9% | -46.1% | -44.0% |
| 3Y | +331.4% | -11.1% | +342.5% | +332.3% |
| 5Y | +230.2% | +61.8% | +168.5% | +218.4% |
| All | +187.4% | +37.0% | +150.5% | +179.4% |
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