+180.7%
HIMS vs PFGC
+103.8%
+76.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -0.7% | -4.8% | +4.0% | +0.3% |
| 30D | -8.2% | -12.5% | +4.3% | -5.7% |
| 3M | -4.7% | -9.7% | +5.0% | -3.1% |
| 6M | +6.3% | +7.0% | -0.7% | +4.3% |
| YTD | -15.3% | +4.5% | -19.7% | -16.7% |
| 1Y | -46.9% | -11.6% | -35.3% | -46.0% |
| 3Y | +321.3% | +58.5% | +262.8% | +290.5% |
| 5Y | +215.8% | +112.6% | +103.3% | +183.4% |
| All | +180.7% | +103.8% | +76.9% | +153.7% |
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