+210.1%
HIMS vs PHM
+156.2%
+54.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -0.7% | -5.0% | +4.3% | +1.5% |
| 30D | -8.2% | -8.4% | +0.2% | -4.6% |
| 3M | -4.7% | -4.4% | -0.3% | -3.7% |
| 6M | +6.3% | -3.7% | +10.0% | +7.2% |
| YTD | -15.3% | +1.3% | -16.6% | -18.0% |
| 1Y | -46.9% | -14.0% | -32.8% | -44.7% |
| 3Y | +321.3% | +48.1% | +273.2% | +192.6% |
| All | +210.1% | +156.2% | +54.0% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling