+302.2%
HIMS vs PENG
+101.4%
+200.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -2.3% |
| 7D | -3.9% | +4.5% | -8.5% | -5.3% |
| 30D | -12.4% | -7.1% | -5.3% | -11.3% |
| 3M | -1.1% | -27.3% | +26.2% | +4.2% |
| 6M | +68.4% | +169.6% | -101.1% | +12.0% |
| YTD | -14.7% | +164.6% | -179.3% | -43.5% |
| 1Y | -42.4% | +109.5% | -151.9% | -59.3% |
| All | +302.2% | +101.4% | +200.8% | +159.8% |
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