+222.2%
HIMS vs PCOR
-43.0%
+265.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +2.0% |
| 7D | -3.9% | -9.0% | +5.0% | +1.2% |
| 30D | -12.4% | +4.2% | -16.6% | -14.7% |
| 3M | -1.1% | +14.4% | -15.5% | -10.1% |
| 6M | +68.4% | +0.2% | +68.3% | +62.1% |
| YTD | -14.7% | -20.3% | +5.6% | -7.3% |
| 1Y | -42.4% | -16.1% | -26.3% | -40.1% |
| 3Y | +304.5% | -14.7% | +319.2% | +308.5% |
| All | +222.2% | -43.0% | +265.2% | +258.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling