+165.3%
HIMS vs PENG
+168.4%
-3.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +12.4% | -4.3% | +4.5% |
| 7D | -6.1% | -19.4% | +13.4% | -0.9% |
| 30D | -12.0% | -42.4% | +30.4% | +1.4% |
| 3M | -12.3% | -25.6% | +13.3% | -7.8% |
| 6M | -3.3% | +7.3% | -10.6% | -13.2% |
| YTD | -19.9% | +113.9% | -133.8% | -42.8% |
| 1Y | -37.4% | +93.6% | -130.9% | -54.0% |
| 3Y | +314.0% | +170.2% | +143.8% | +169.3% |
| 5Y | +212.1% | +44.2% | +167.9% | +117.3% |
| All | +165.3% | +168.4% | -3.1% | +73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling