+222.2%
HIMS vs PL
+82.7%
+139.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.9% | -9.3% | +5.4% | -1.2% |
| 30D | -12.4% | -18.9% | +6.5% | -7.1% |
| 3M | -1.1% | -58.4% | +57.3% | +24.6% |
| 6M | +68.4% | -30.3% | +98.8% | +74.2% |
| YTD | -14.7% | -8.1% | -6.5% | -20.2% |
| 1Y | -42.4% | +180.5% | -222.9% | -64.2% |
| 3Y | +304.5% | +444.1% | -139.6% | +74.5% |
| All | +222.2% | +82.7% | +139.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling