+166.6%
HIMS vs PLD
-0.1%
+166.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.5% |
| 7D | -18.0% | 0.0% | -18.0% | -18.2% |
| 30D | -33.6% | -3.7% | -29.8% | -32.1% |
| 3M | -34.2% | -7.9% | -26.2% | -30.8% |
| 6M | -21.2% | -9.2% | -12.0% | -17.8% |
| YTD | -39.2% | +3.1% | -42.3% | -42.1% |
| 1Y | -49.4% | +6.2% | -55.6% | -53.0% |
| 3Y | +189.7% | +35.4% | +154.3% | +120.3% |
| 5Y | +166.6% | +0.1% | +166.5% | +139.5% |
| All | +166.6% | -0.1% | +166.7% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling