+309.9%
HIMS vs PCG
-12.4%
+322.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | -3.9% | -13.9% | +9.9% | -2.2% |
| 30D | -12.4% | -16.9% | +4.4% | -10.3% |
| 3M | -1.1% | -14.7% | +13.7% | +0.1% |
| 6M | +68.4% | -23.8% | +92.3% | +76.6% |
| YTD | -14.7% | -10.5% | -4.2% | -15.7% |
| 1Y | -42.4% | -5.1% | -37.3% | -44.4% |
| All | +309.9% | -12.4% | +322.3% | +320.4% |
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 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