+141.5%
HIMS vs PENG
+65.6%
+75.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.8% |
| 7D | -18.0% | +34.6% | -52.6% | -26.2% |
| 30D | -33.6% | -35.9% | +2.3% | -24.7% |
| 3M | -34.2% | -14.7% | -19.5% | -33.6% |
| 6M | -21.2% | +13.5% | -34.7% | -33.3% |
| YTD | -39.2% | +156.1% | -195.4% | -63.5% |
| 1Y | -49.4% | +141.3% | -190.8% | -69.0% |
| 3Y | +189.7% | +223.4% | -33.7% | +49.3% |
| All | +141.5% | +65.6% | +75.9% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling