+197.3%
HIMS vs PFG
+84.5%
+112.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.6% |
| 7D | -21.9% | -2.2% | -19.7% | -20.9% |
| 30D | -32.1% | +6.4% | -38.4% | -35.5% |
| 3M | -31.8% | +2.2% | -34.0% | -34.3% |
| 6M | -28.6% | +16.3% | -44.8% | -40.1% |
| YTD | -35.9% | +33.2% | -69.2% | -53.4% |
| 1Y | -47.6% | +40.6% | -88.3% | -64.2% |
| All | +197.3% | +84.5% | +112.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling