+182.8%
HIMS vs PEGA
+5.6%
+177.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.9% | +3.3% | -7.2% | -4.9% |
| 30D | -12.4% | +17.7% | -30.2% | -17.1% |
| 3M | -1.1% | +5.8% | -6.9% | -4.3% |
| 6M | +68.4% | -20.3% | +88.7% | +78.3% |
| YTD | -14.7% | -37.1% | +22.5% | -3.3% |
| 1Y | -42.4% | -30.2% | -12.2% | -37.3% |
| 3Y | +304.5% | +48.1% | +256.4% | +226.9% |
| 5Y | +237.5% | -46.8% | +284.3% | +228.3% |
| All | +182.8% | +5.6% | +177.2% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling