-37.7%
HIMS vs PFGC
+12.5%
-50.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.5% | -9.8% | +1.4% |
| 7D | -9.1% | +13.9% | -22.9% | -11.4% |
| 30D | -10.1% | +18.4% | -28.5% | -12.9% |
| 3M | -17.1% | -2.5% | -14.6% | -17.2% |
| 6M | -2.2% | +26.0% | -28.3% | -10.5% |
| YTD | -17.9% | +21.9% | -39.7% | -22.0% |
| 1Y | -37.7% | +13.4% | -51.1% | -40.6% |
| All | -37.7% | +12.5% | -50.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling