+182.8%
HIMS vs PLUG
-14.9%
+197.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | -12.4% | +3.3% | -15.8% | -12.9% |
| 3M | -1.1% | -39.7% | +38.7% | +9.6% |
| 6M | +68.4% | -12.5% | +80.9% | +71.0% |
| YTD | -14.7% | +10.2% | -24.8% | -18.3% |
| 1Y | -42.4% | +50.7% | -93.1% | -51.0% |
| 3Y | +304.5% | -74.5% | +379.0% | +315.1% |
| 5Y | +237.5% | -91.8% | +329.3% | +327.7% |
| All | +182.8% | -14.9% | +197.7% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling