+207.7%
HIMS vs PCOR
-19.6%
+227.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.3% |
| 7D | -6.1% | +22.7% | -28.8% | -17.3% |
| 30D | -12.0% | +37.5% | -49.4% | -27.2% |
| 3M | -12.3% | +35.2% | -47.5% | -27.4% |
| 6M | -3.3% | +42.2% | -45.5% | -24.1% |
| YTD | -19.9% | +3.6% | -23.5% | -26.0% |
| 1Y | -37.4% | -4.8% | -32.6% | -39.0% |
| 3Y | +314.0% | +48.3% | +265.7% | +205.9% |
| All | +207.7% | -19.6% | +227.3% | +186.0% |
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 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