+112.3%
HIMS vs PH
+483.6%
-371.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.4% |
| 7D | -21.9% | +6.9% | -28.8% | -24.4% |
| 30D | -32.1% | +1.7% | -33.8% | -33.0% |
| 3M | -31.8% | -8.1% | -23.6% | -29.8% |
| 6M | -28.6% | +11.5% | -40.1% | -32.9% |
| YTD | -35.9% | +11.4% | -47.3% | -40.0% |
| 1Y | -47.6% | +14.1% | -61.7% | -51.5% |
| 3Y | +205.6% | +138.2% | +67.3% | +120.6% |
| 5Y | +170.3% | +216.0% | -45.7% | +76.6% |
| All | +112.3% | +483.6% | -371.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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