+112.3%
HIMS vs PFGC
+141.2%
-28.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | -21.9% | +1.5% | -23.4% | -22.3% |
| 30D | -32.1% | +17.4% | -49.5% | -34.5% |
| 3M | -31.8% | -2.4% | -29.4% | -31.7% |
| 6M | -28.6% | +18.2% | -46.8% | -31.6% |
| YTD | -35.9% | +23.7% | -59.6% | -39.3% |
| 1Y | -47.6% | +15.0% | -62.6% | -49.7% |
| 3Y | +205.6% | +82.3% | +123.2% | +174.0% |
| 5Y | +170.3% | +131.9% | +38.3% | +134.5% |
| All | +112.3% | +141.2% | -28.9% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling