+182.8%
HIMS vs PENG
+232.1%
-49.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -2.3% |
| 7D | -3.9% | +4.5% | -8.5% | -5.2% |
| 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% | +16.8% |
| YTD | -14.7% | +164.6% | -179.3% | -41.1% |
| 1Y | -42.4% | +109.5% | -151.9% | -57.7% |
| 3Y | +304.5% | +98.9% | +205.6% | +176.8% |
| 5Y | +237.5% | +116.3% | +121.3% | +120.6% |
| All | +182.8% | +232.1% | -49.4% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling