+101.3%
HIMS vs PLD
+87.2%
+14.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -24.1% | +1.3% | -25.5% | -24.6% |
| 30D | -28.8% | -1.4% | -27.5% | -28.6% |
| 3M | -31.4% | -8.2% | -23.3% | -29.0% |
| 6M | -18.3% | -8.0% | -10.3% | -16.4% |
| YTD | -39.2% | +3.2% | -42.4% | -40.9% |
| 1Y | -45.3% | +7.0% | -52.3% | -47.7% |
| 3Y | +181.9% | +38.3% | +143.6% | +141.5% |
| 5Y | +166.6% | +0.2% | +166.4% | +150.0% |
| All | +101.3% | +87.2% | +14.1% | +79.0% |
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