+314.0%
HIMS vs PL
+455.3%
-141.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.4% | -2.3% | +5.2% |
| 7D | -6.1% | -6.8% | +0.8% | -4.2% |
| 30D | -12.0% | -29.3% | +17.3% | -3.5% |
| 3M | -12.3% | -44.8% | +32.4% | +2.1% |
| 6M | -3.3% | -68.4% | +65.1% | +26.9% |
| YTD | -19.9% | -36.4% | +16.4% | -17.4% |
| 1Y | -37.4% | +0.7% | -38.1% | -44.8% |
| 3Y | +314.0% | +455.3% | -141.3% | +80.5% |
| All | +314.0% | +455.3% | -141.3% | +80.5% |
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