+165.3%
HIMS vs PDD
+130.2%
+35.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.1% | +9.2% | +8.3% |
| 7D | -6.1% | +5.6% | -11.7% | -7.3% |
| 30D | -12.0% | +5.8% | -17.8% | -13.1% |
| 3M | -12.3% | -8.6% | -3.7% | -10.8% |
| 6M | -3.3% | -18.8% | +15.6% | +0.4% |
| YTD | -19.9% | -26.8% | +6.8% | -15.1% |
| 1Y | -37.4% | -39.3% | +1.9% | -31.3% |
| 3Y | +314.0% | -22.5% | +336.5% | +313.8% |
| 5Y | +212.1% | -0.8% | +212.9% | +161.4% |
| All | +165.3% | +130.2% | +35.1% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling