+207.9%
HIMS vs PFGC
+111.7%
+96.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | -2.7% | -3.7% | +1.0% | -0.3% |
| 30D | -12.2% | -16.0% | +3.8% | -2.0% |
| 3M | -3.7% | -4.1% | +0.4% | -2.8% |
| 6M | +25.9% | +8.7% | +17.2% | +16.2% |
| YTD | -14.1% | +6.4% | -20.4% | -20.9% |
| 1Y | -41.6% | -8.4% | -33.2% | -40.5% |
| 3Y | +327.3% | +61.8% | +265.5% | +202.9% |
| 5Y | +207.9% | +108.7% | +99.2% | +82.0% |
| All | +207.9% | +111.7% | +96.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling