+230.2%
HIMS vs PEGA
-47.9%
+278.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +3.2% |
| 7D | -0.9% | -2.4% | +1.4% | -0.1% |
| 30D | -10.8% | +9.6% | -20.5% | -14.1% |
| 3M | +3.7% | +2.3% | +1.4% | +0.9% |
| 6M | +79.0% | -23.9% | +102.9% | +94.4% |
| YTD | -13.2% | -39.8% | +26.5% | +1.9% |
| 1Y | -43.3% | -37.4% | -5.8% | -34.7% |
| 3Y | +331.4% | +53.1% | +278.3% | +220.0% |
| 5Y | +230.2% | -47.2% | +277.5% | +339.3% |
| All | +230.2% | -47.9% | +278.2% | +339.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling