+134.1%
HIMS vs PLD
+90.0%
+44.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.6% | -13.0% |
| 7D | -9.1% | +0.7% | -9.8% | -9.5% |
| 30D | -25.8% | +0.8% | -26.6% | -26.2% |
| 3M | -27.4% | -6.1% | -21.3% | -25.6% |
| 6M | -18.9% | -8.0% | -10.8% | -17.0% |
| YTD | -29.4% | +4.7% | -34.0% | -31.8% |
| 1Y | -44.1% | +7.2% | -51.3% | -46.7% |
| 3Y | +246.0% | +39.2% | +206.8% | +195.3% |
| 5Y | +177.1% | +1.9% | +175.2% | +158.0% |
| All | +134.1% | +90.0% | +44.1% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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