+180.9%
HIMS vs PL
+570.0%
-389.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.4% |
| 7D | -25.6% | +5.6% | -31.2% | -27.2% |
| 30D | -38.1% | -16.9% | -21.2% | -35.6% |
| 3M | -39.8% | -38.2% | -1.6% | -32.5% |
| 6M | -32.3% | -63.4% | +31.1% | -15.3% |
| YTD | -41.1% | -27.6% | -13.4% | -41.7% |
| 1Y | -53.4% | +6.6% | -60.0% | -59.7% |
| 3Y | +180.9% | +557.6% | -376.7% | +17.3% |
| All | +180.9% | +570.0% | -389.0% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling