-37.7%
HIMS vs PFG
+46.8%
-84.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.4% |
| 7D | -9.1% | +4.9% | -14.0% | -9.3% |
| 30D | -10.1% | +5.7% | -15.8% | -10.4% |
| 3M | -17.1% | +2.6% | -19.7% | -17.2% |
| 6M | -2.2% | +19.8% | -22.0% | -8.4% |
| YTD | -17.9% | +36.3% | -54.2% | -25.9% |
| 1Y | -37.7% | +47.9% | -85.6% | -47.6% |
| All | -37.7% | +46.8% | -84.5% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling