+184.7%
HIMS vs PEGA
-1.0%
+185.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | -2.7% | -6.1% | +3.4% | -0.8% |
| 30D | -12.2% | +6.4% | -18.6% | -14.2% |
| 3M | -3.7% | +2.9% | -6.6% | -6.1% |
| 6M | +25.9% | -23.8% | +49.7% | +35.5% |
| YTD | -14.1% | -41.1% | +27.0% | -0.6% |
| 1Y | -41.6% | -38.2% | -3.4% | -33.8% |
| 3Y | +327.3% | +49.8% | +277.4% | +243.3% |
| 5Y | +207.9% | -48.0% | +256.0% | +204.2% |
| All | +184.7% | -1.0% | +185.7% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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