+100.9%
HIMS vs PCOR
-9.0%
+109.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -12.6% |
| 7D | -9.1% | +22.2% | -31.3% | -19.3% |
| 30D | -25.8% | +36.0% | -61.8% | -38.0% |
| 3M | -27.4% | +34.0% | -61.4% | -39.2% |
| 6M | -18.9% | +43.5% | -62.4% | -35.9% |
| YTD | -29.4% | +5.1% | -34.5% | -35.1% |
| 1Y | -44.1% | -3.9% | -40.1% | -45.8% |
| 3Y | +246.0% | +52.9% | +193.1% | +156.4% |
| 5Y | +177.1% | -18.7% | +195.7% | +142.7% |
| All | +100.9% | -9.0% | +109.9% | +68.2% |
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