+222.2%
HIMS vs PLD
+14.8%
+207.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -3.9% | -2.4% | -1.5% | -2.5% |
| 30D | -12.4% | -2.4% | -10.0% | -11.0% |
| 3M | -1.1% | -3.8% | +2.7% | +0.1% |
| 6M | +68.4% | 0.0% | +68.4% | +66.2% |
| YTD | -14.7% | +9.2% | -23.9% | -21.4% |
| 1Y | -42.4% | +25.9% | -68.3% | -52.1% |
| 3Y | +304.5% | +21.3% | +283.2% | +235.8% |
| All | +222.2% | +14.8% | +207.4% | +155.5% |
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