+91.8%
HIMS vs PL
+46.6%
+45.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +14.5% | -26.3% | -15.9% |
| 7D | -9.1% | +10.9% | -20.0% | -12.6% |
| 30D | -25.8% | -16.4% | -9.5% | -22.6% |
| 3M | -27.4% | -39.9% | +12.6% | -17.2% |
| 6M | -18.9% | -63.2% | +44.3% | +3.7% |
| YTD | -29.4% | -27.1% | -2.2% | -30.3% |
| 1Y | -44.1% | +12.2% | -56.3% | -52.9% |
| 3Y | +246.0% | +584.3% | -338.3% | +36.0% |
| 5Y | +177.1% | +37.0% | +140.1% | +60.4% |
| All | +91.8% | +46.6% | +45.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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