+187.4%
HIMS vs PLUG
-11.4%
+198.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.5% | +0.8% |
| 7D | -0.9% | +8.1% | -9.1% | -2.6% |
| 30D | -10.8% | +3.7% | -14.5% | -11.4% |
| 3M | +3.7% | -29.2% | +32.8% | +11.2% |
| 6M | +79.0% | +6.1% | +72.9% | +75.0% |
| YTD | -13.2% | +14.7% | -28.0% | -17.6% |
| 1Y | -43.3% | +56.9% | -100.2% | -52.1% |
| 3Y | +331.4% | -71.6% | +403.0% | +331.7% |
| 5Y | +230.2% | -91.0% | +321.3% | +312.9% |
| All | +187.4% | -11.4% | +198.8% | +255.0% |
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