+182.8%
HIMS vs PEG
+51.8%
+131.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | -3.9% | +0.7% | -4.6% | -4.1% |
| 30D | -12.4% | -2.4% | -10.0% | -12.0% |
| 3M | -1.1% | -4.8% | +3.7% | 0.0% |
| 6M | +68.4% | -10.7% | +79.1% | +73.3% |
| YTD | -14.7% | -6.7% | -8.0% | -13.8% |
| 1Y | -42.4% | -6.8% | -35.6% | -41.7% |
| 3Y | +304.5% | +34.5% | +270.0% | +285.5% |
| 5Y | +237.5% | +35.8% | +201.8% | +220.8% |
| All | +182.8% | +51.8% | +131.0% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling