+112.3%
HIMS vs PM
+279.2%
-166.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +8.8% |
| 7D | -21.9% | -7.1% | -14.9% | -21.9% |
| 30D | -32.1% | -2.8% | -29.3% | -32.0% |
| 3M | -31.8% | +6.3% | -38.1% | -31.8% |
| 6M | -28.6% | +9.6% | -38.2% | -28.8% |
| YTD | -35.9% | +25.6% | -61.5% | -36.8% |
| 1Y | -47.6% | +29.7% | -77.3% | -48.6% |
| 3Y | +205.6% | +147.6% | +58.0% | +163.3% |
| 5Y | +170.3% | +160.1% | +10.1% | +130.9% |
| All | +112.3% | +279.2% | -166.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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