+82.2%
HIMS vs PCOR
-7.7%
+89.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +7.9% |
| 7D | -21.9% | +2.5% | -24.5% | -23.0% |
| 30D | -32.1% | +37.9% | -70.0% | -43.6% |
| 3M | -31.8% | +32.0% | -63.8% | -42.3% |
| 6M | -28.6% | +54.7% | -83.3% | -45.8% |
| YTD | -35.9% | +6.6% | -42.5% | -41.5% |
| 1Y | -47.6% | -1.7% | -46.0% | -49.8% |
| 3Y | +205.6% | +49.0% | +156.6% | +129.8% |
| 5Y | +170.3% | -12.5% | +182.8% | +131.4% |
| All | +82.2% | -7.7% | +89.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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