+182.8%
HIMS vs PHM
+280.0%
-97.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.9% | -3.2% | -0.7% | -3.1% |
| 30D | -12.4% | -6.4% | -6.0% | -10.9% |
| 3M | -1.1% | +5.5% | -6.6% | -2.8% |
| 6M | +68.4% | -5.4% | +73.9% | +70.1% |
| YTD | -14.7% | +6.6% | -21.2% | -17.0% |
| 1Y | -42.4% | -8.8% | -33.6% | -41.8% |
| 3Y | +304.5% | +54.1% | +250.4% | +247.6% |
| 5Y | +237.5% | +144.5% | +93.0% | +150.5% |
| All | +182.8% | +280.0% | -97.2% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling