+68.4%
HIMS vs PCG
-24.3%
+92.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | +0.3% |
| 7D | -3.9% | -13.9% | +9.9% | -6.3% |
| 30D | -12.4% | -16.9% | +4.4% | -14.9% |
| 3M | -1.1% | -14.7% | +13.7% | -2.3% |
| 6M | +68.4% | -23.8% | +92.3% | +86.8% |
| All | +68.4% | -24.3% | +92.8% | +86.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling