-37.7%
HIMS vs PLUG
-44.1%
+6.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +2.6% |
| 7D | -9.1% | +2.8% | -11.9% | -9.8% |
| 30D | -10.1% | -22.8% | +12.6% | -2.7% |
| 3M | -17.1% | -32.4% | +15.3% | -6.3% |
| 6M | -2.2% | -53.4% | +51.1% | +19.5% |
| YTD | -17.9% | -25.9% | +8.0% | -12.5% |
| 1Y | -37.7% | -42.1% | +4.4% | -30.7% |
| All | -37.7% | -44.1% | +6.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling