-47.6%
HIMS vs PM
+30.8%
-78.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +9.2% |
| 7D | -21.9% | -7.1% | -14.9% | -24.4% |
| 30D | -32.1% | -2.8% | -29.3% | -32.6% |
| 3M | -31.8% | +6.3% | -38.1% | -29.2% |
| 6M | -28.6% | +9.6% | -38.2% | -24.5% |
| YTD | -35.9% | +25.6% | -61.5% | -26.7% |
| 1Y | -47.6% | +29.7% | -77.3% | -38.7% |
| All | -47.6% | +30.8% | -78.5% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling