+127.7%
HIMS vs PCOR
-10.3%
+138.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.4% | +8.4% | +8.3% |
| 7D | -6.1% | +22.7% | -28.8% | -16.8% |
| 30D | -12.0% | +37.5% | -49.4% | -26.7% |
| 3M | -12.3% | +35.2% | -47.5% | -26.8% |
| 6M | -3.3% | +42.2% | -45.5% | -23.3% |
| YTD | -19.9% | +3.6% | -23.5% | -25.8% |
| 1Y | -37.4% | -4.8% | -32.6% | -39.0% |
| 3Y | +314.0% | +48.3% | +265.7% | +212.8% |
| 5Y | +212.1% | -20.1% | +232.2% | +176.1% |
| All | +127.7% | -10.3% | +138.0% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling