+181.9%
HIMS vs PEGA
+44.6%
+137.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.1% | -7.3% | -5.8% |
| 7D | -18.0% | -4.6% | -13.4% | -16.9% |
| 30D | -33.6% | -6.8% | -26.8% | -32.2% |
| 3M | -34.2% | +2.6% | -36.7% | -35.0% |
| 6M | -21.2% | -5.4% | -15.8% | -21.2% |
| YTD | -39.2% | -46.0% | +6.8% | -28.1% |
| 1Y | -49.4% | -45.6% | -3.8% | -40.4% |
| All | +181.9% | +44.6% | +137.3% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling