+165.3%
HIMS vs PLD
+84.7%
+80.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.2% | +9.3% | +8.6% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | -12.0% | -0.3% | -11.7% | -12.0% |
| 3M | -12.3% | -8.0% | -4.3% | -9.3% |
| 6M | -3.3% | -9.8% | +6.5% | 0.0% |
| YTD | -19.9% | +1.8% | -21.7% | -21.6% |
| 1Y | -37.4% | +5.6% | -43.0% | -39.8% |
| 3Y | +314.0% | +33.3% | +280.8% | +260.2% |
| 5Y | +212.1% | +0.3% | +211.8% | +194.2% |
| All | +165.3% | +84.7% | +80.6% | +137.5% |
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