+101.3%
HIMS vs PM
+284.3%
-183.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -24.1% | +0.5% | -24.7% | -24.1% |
| 30D | -28.8% | -3.2% | -25.6% | -28.8% |
| 3M | -31.4% | +6.2% | -37.6% | -31.4% |
| 6M | -18.3% | +7.7% | -25.9% | -18.3% |
| YTD | -39.2% | +27.3% | -66.5% | -40.1% |
| 1Y | -45.3% | +32.8% | -78.0% | -46.3% |
| 3Y | +181.9% | +150.0% | +31.8% | +143.0% |
| 5Y | +166.6% | +164.2% | +2.4% | +127.7% |
| All | +101.3% | +284.3% | -183.0% | +66.4% |
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