+101.3%
HIMS vs PFGC
+141.1%
-39.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -24.1% | +3.4% | -27.5% | -24.7% |
| 30D | -28.8% | +16.9% | -45.7% | -31.2% |
| 3M | -31.4% | +6.4% | -37.8% | -32.5% |
| 6M | -18.3% | +16.0% | -34.3% | -21.3% |
| YTD | -39.2% | +23.6% | -62.9% | -42.4% |
| 1Y | -45.3% | +16.6% | -61.9% | -47.6% |
| 3Y | +181.9% | +82.3% | +99.6% | +152.7% |
| 5Y | +166.6% | +138.7% | +27.9% | +131.1% |
| All | +101.3% | +141.1% | -39.8% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling