+215.0%
HIMS vs PEG
+35.4%
+179.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -10.1% | -2.8% | -7.3% | -9.1% |
| 3M | -1.2% | -6.9% | +5.7% | +1.9% |
| 6M | +16.9% | -11.4% | +28.3% | +23.2% |
| YTD | -15.5% | -7.4% | -8.1% | -13.8% |
| 1Y | -42.6% | -8.3% | -34.3% | -41.0% |
| 3Y | +320.2% | +31.5% | +288.7% | +274.9% |
| 5Y | +215.0% | +38.0% | +177.1% | +161.1% |
| All | +215.0% | +35.4% | +179.6% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling