+197.3%
HIMS vs PENG
+222.1%
-24.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +5.4% |
| 7D | -21.9% | +1.9% | -23.8% | -23.1% |
| 30D | -32.1% | -37.8% | +5.7% | -22.4% |
| 3M | -31.8% | -14.1% | -17.7% | -31.4% |
| 6M | -28.6% | +13.1% | -41.7% | -40.3% |
| YTD | -35.9% | +151.8% | -187.7% | -62.9% |
| 1Y | -47.6% | +136.0% | -183.6% | -68.9% |
| All | +197.3% | +222.1% | -24.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling