+148.4%
HIMS vs PCOR
-17.1%
+165.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.5% |
| 7D | -25.6% | +20.7% | -46.3% | -33.8% |
| 30D | -38.1% | +35.7% | -73.8% | -48.6% |
| 3M | -39.8% | +31.1% | -70.8% | -49.3% |
| 6M | -32.3% | +43.1% | -75.5% | -47.0% |
| YTD | -41.1% | +4.8% | -45.9% | -46.0% |
| 1Y | -53.4% | -3.7% | -49.7% | -54.9% |
| 3Y | +180.9% | +46.5% | +134.4% | +108.7% |
| All | +148.4% | -17.1% | +165.6% | +123.3% |
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