+180.7%
HIMS vs PEG
+50.5%
+130.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -8.2% | -3.7% | -4.5% | -7.4% |
| 3M | -4.7% | -7.3% | +2.6% | -2.9% |
| 6M | +6.3% | -10.5% | +16.8% | +9.2% |
| YTD | -15.3% | -7.5% | -7.8% | -14.2% |
| 1Y | -46.9% | -8.7% | -38.1% | -45.9% |
| 3Y | +321.3% | +31.4% | +289.9% | +303.5% |
| 5Y | +215.8% | +37.8% | +178.1% | +200.6% |
| All | +180.7% | +50.5% | +130.3% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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