+187.4%
HIMS vs PDD
+121.1%
+66.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.3% |
| 7D | -0.9% | -4.1% | +3.2% | -0.1% |
| 30D | -10.8% | -13.1% | +2.3% | -8.3% |
| 3M | +3.7% | -3.5% | +7.2% | +4.4% |
| 6M | +79.0% | -21.8% | +100.8% | +87.5% |
| YTD | -13.2% | -29.7% | +16.4% | -7.3% |
| 1Y | -43.3% | -36.2% | -7.0% | -38.3% |
| 3Y | +331.4% | -16.4% | +347.7% | +324.3% |
| 5Y | +230.2% | -23.8% | +254.1% | +185.8% |
| All | +187.4% | +121.1% | +66.4% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling