+197.3%
HIMS vs PCOR
+49.8%
+147.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -43.7% |
| 3M | -31.8% | +32.0% | -63.8% | -42.4% |
| 6M | -28.6% | +54.7% | -83.3% | -45.8% |
| YTD | -35.9% | +6.6% | -42.5% | -40.0% |
| 1Y | -47.6% | -1.7% | -46.0% | -48.1% |
| All | +197.3% | +49.8% | +147.5% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling