+184.7%
HIMS vs PM
+255.6%
-70.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | -12.2% | -0.2% | -12.0% | -12.2% |
| 3M | -3.7% | +4.9% | -8.6% | -4.1% |
| 6M | +25.9% | +9.0% | +16.9% | +24.9% |
| YTD | -14.1% | +17.8% | -31.9% | -15.3% |
| 1Y | -41.6% | +16.8% | -58.4% | -42.4% |
| 3Y | +327.3% | +125.4% | +201.8% | +270.1% |
| 5Y | +207.9% | +128.7% | +79.3% | +164.4% |
| All | +184.7% | +255.6% | -70.9% | +135.3% |
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