+246.0%
HIMS vs PCG
-18.9%
+264.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.0% |
| 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% | -24.5% |
| 6M | -18.9% | -17.7% | -1.2% | -18.4% |
| YTD | -29.4% | -17.4% | -11.9% | -29.6% |
| 1Y | -44.1% | -19.4% | -24.7% | -43.7% |
| 3Y | +246.0% | -18.6% | +264.6% | +274.6% |
| All | +246.0% | -18.9% | +264.9% | +274.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling