+181.9%
HIMS vs PEG
+36.1%
+145.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -24.1% | +4.5% | -28.6% | -26.1% |
| 30D | -28.8% | +7.5% | -36.4% | -32.0% |
| 3M | -31.4% | +0.8% | -32.3% | -32.1% |
| 6M | -18.3% | 0.0% | -18.3% | -19.5% |
| YTD | -39.2% | -3.0% | -36.2% | -39.8% |
| 1Y | -45.3% | -4.7% | -40.5% | -44.8% |
| 3Y | +181.9% | +36.5% | +145.4% | +102.0% |
| All | +181.9% | +36.1% | +145.7% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling