+165.3%
HIMS vs PLUG
-43.1%
+208.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.4% | +0.7% | +6.5% |
| 7D | -6.1% | +5.8% | -11.9% | -7.0% |
| 30D | -12.0% | -18.5% | +6.6% | -8.0% |
| 3M | -12.3% | -30.0% | +17.6% | -5.4% |
| 6M | -3.3% | -56.2% | +52.9% | +14.0% |
| YTD | -19.9% | -26.4% | +6.5% | -16.6% |
| 1Y | -37.4% | -42.2% | +4.9% | -32.1% |
| 3Y | +314.0% | -76.8% | +390.8% | +332.6% |
| 5Y | +212.1% | -96.2% | +308.3% | +351.3% |
| All | +165.3% | -43.1% | +208.4% | +259.4% |
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