+181.9%
HIMS vs PLUG
-63.0%
+244.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.8% | +3.6% | -3.5% |
| 7D | -18.0% | -8.1% | -9.8% | -16.5% |
| 30D | -33.6% | -20.5% | -13.1% | -30.4% |
| 3M | -34.2% | -45.9% | +11.7% | -26.1% |
| 6M | -21.2% | -65.2% | +44.0% | -5.3% |
| YTD | -39.2% | -37.1% | -2.2% | -34.6% |
| 1Y | -49.4% | -54.6% | +5.1% | -43.1% |
| All | +181.9% | -63.0% | +244.8% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling