+182.8%
HIMS vs PFG
+162.6%
+20.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -3.9% | +5.5% | -9.4% | -5.9% |
| 30D | -12.4% | +2.4% | -14.8% | -13.5% |
| 3M | -1.1% | +13.6% | -14.7% | -6.1% |
| 6M | +68.4% | +27.9% | +40.6% | +52.9% |
| YTD | -14.7% | +35.6% | -50.2% | -24.1% |
| 1Y | -42.4% | +48.5% | -90.9% | -50.4% |
| 3Y | +304.5% | +66.9% | +237.7% | +242.1% |
| 5Y | +237.5% | +111.0% | +126.6% | +177.3% |
| All | +182.8% | +162.6% | +20.2% | +125.0% |
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