+207.9%
HIMS vs PFG
+109.8%
+98.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -2.7% | +3.2% | -5.9% | -5.5% |
| 30D | -12.2% | +0.9% | -13.1% | -13.5% |
| 3M | -3.7% | +7.7% | -11.4% | -10.8% |
| 6M | +25.9% | +29.0% | -3.1% | +0.7% |
| YTD | -14.1% | +32.5% | -46.5% | -33.2% |
| 1Y | -41.6% | +47.3% | -88.9% | -58.5% |
| 3Y | +327.3% | +68.2% | +259.0% | +181.1% |
| 5Y | +207.9% | +108.5% | +99.5% | +65.4% |
| All | +207.9% | +109.8% | +98.1% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling