+222.2%
HIMS vs PDD
-22.7%
+244.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -4.1% | +0.1% | -3.0% |
| 30D | -12.4% | -9.6% | -2.8% | -10.2% |
| 3M | -1.1% | -4.3% | +3.2% | 0.0% |
| 6M | +68.4% | -18.8% | +87.2% | +76.6% |
| YTD | -14.7% | -27.5% | +12.8% | -8.2% |
| 1Y | -42.4% | -33.6% | -8.8% | -36.9% |
| 3Y | +304.5% | -20.4% | +324.9% | +298.0% |
| All | +222.2% | -22.7% | +244.9% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling