+95.2%
HIMS vs PLUG
-46.3%
+141.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -8.7% | -7.9% | -14.8% |
| 7D | -25.6% | -2.8% | -22.7% | -24.9% |
| 30D | -38.1% | -18.5% | -19.7% | -35.2% |
| 3M | -39.8% | -35.1% | -4.7% | -33.9% |
| 6M | -32.3% | -56.1% | +23.8% | -20.1% |
| YTD | -41.1% | -30.5% | -10.6% | -37.8% |
| 1Y | -53.4% | -46.5% | -6.9% | -48.5% |
| 3Y | +180.9% | -61.2% | +242.1% | +169.2% |
| 5Y | +138.5% | -96.6% | +235.1% | +251.8% |
| All | +95.2% | -46.3% | +141.5% | +168.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling