+101.3%
HIMS vs PFG
+155.6%
-54.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -24.1% | +2.4% | -26.5% | -24.9% |
| 30D | -28.8% | +5.9% | -34.7% | -30.3% |
| 3M | -31.4% | -0.4% | -31.0% | -31.8% |
| 6M | -18.3% | +14.8% | -33.1% | -23.1% |
| YTD | -39.2% | +31.9% | -71.2% | -45.6% |
| 1Y | -45.3% | +38.8% | -84.1% | -52.0% |
| 3Y | +181.9% | +82.4% | +99.5% | +133.5% |
| 5Y | +166.6% | +94.7% | +71.9% | +121.1% |
| All | +101.3% | +155.6% | -54.2% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling