-42.4%
HIMS vs PFGC
-5.1%
-37.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.9% | -2.2% | -1.7% | -3.6% |
| 30D | -12.4% | -11.9% | -0.5% | -10.7% |
| 3M | -1.1% | +5.0% | -6.1% | -4.5% |
| 6M | +68.4% | +8.6% | +59.9% | +58.0% |
| YTD | -14.7% | +9.7% | -24.3% | -17.8% |
| 1Y | -42.4% | -6.3% | -36.1% | -43.3% |
| All | -42.4% | -5.1% | -37.3% | -43.3% |
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