+321.3%
HIMS vs PGR
+75.0%
+246.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.8% |
| 30D | -8.2% | +4.9% | -13.2% | -7.7% |
| 3M | -4.7% | +7.6% | -12.4% | -4.1% |
| 6M | +6.3% | +8.3% | -2.0% | +7.1% |
| YTD | -15.3% | +1.7% | -17.0% | -14.7% |
| 1Y | -46.9% | -6.8% | -40.0% | -45.9% |
| 3Y | +321.3% | +73.4% | +247.8% | +386.6% |
| All | +321.3% | +75.0% | +246.3% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 3y: compounded portfolio wealth divided by compounded PGR 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…
3y analysis · Full analysis span regression · 6 months rolling