+180.0%
HIMS vs PHM
+255.5%
-75.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | -1.4% | -6.4% | +5.0% | +0.3% |
| 30D | -10.1% | -12.1% | +2.0% | -7.1% |
| 3M | -1.2% | -1.5% | +0.3% | -1.3% |
| 6M | +16.9% | -6.0% | +22.9% | +18.4% |
| YTD | -15.5% | -0.3% | -15.2% | -16.4% |
| 1Y | -42.6% | -13.3% | -29.2% | -41.3% |
| 3Y | +320.2% | +47.6% | +272.6% | +265.3% |
| 5Y | +215.0% | +154.7% | +60.3% | +136.9% |
| All | +180.0% | +255.5% | -75.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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