+180.7%
HIMS vs PFG
+161.5%
+19.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -8.2% | +2.9% | -11.1% | -9.4% |
| 3M | -4.7% | +6.7% | -11.4% | -7.5% |
| 6M | +6.3% | +33.8% | -27.5% | -4.8% |
| YTD | -15.3% | +35.0% | -50.2% | -24.5% |
| 1Y | -46.9% | +46.4% | -93.3% | -54.0% |
| 3Y | +321.3% | +71.7% | +249.6% | +254.1% |
| 5Y | +215.8% | +113.7% | +102.2% | +159.6% |
| All | +180.7% | +161.5% | +19.3% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling