-37.7%
HIMS vs PENG
+120.5%
-158.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.1% | +12.8% | +5.9% |
| 7D | -9.1% | -20.5% | +11.4% | -4.3% |
| 30D | -10.1% | -20.4% | +10.2% | -6.0% |
| 3M | -17.1% | -16.4% | -0.7% | -15.3% |
| 6M | -2.2% | +49.2% | -51.5% | -24.2% |
| YTD | -17.9% | +147.2% | -165.1% | -48.4% |
| 1Y | -37.7% | +124.7% | -162.4% | -59.3% |
| All | -37.7% | +120.5% | -158.2% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling