+327.3%
HIMS vs PHM
+50.2%
+277.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -2.7% | -3.9% | +1.1% | -1.8% |
| 30D | -12.2% | -8.6% | -3.6% | -10.2% |
| 3M | -3.7% | -2.9% | -0.8% | -3.5% |
| 6M | +25.9% | -5.7% | +31.6% | +26.9% |
| YTD | -14.1% | +1.9% | -15.9% | -15.9% |
| 1Y | -41.6% | -12.3% | -29.3% | -40.6% |
| All | +327.3% | +50.2% | +277.1% | +231.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling