+309.9%
HIMS vs PM
+120.4%
+189.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.9% |
| 7D | -3.9% | -4.9% | +1.0% | -5.2% |
| 30D | -12.4% | -3.4% | -9.1% | -13.1% |
| 3M | -1.1% | +5.2% | -6.2% | +0.3% |
| 6M | +68.4% | +3.7% | +64.7% | +70.2% |
| YTD | -14.7% | +15.8% | -30.4% | -11.8% |
| 1Y | -42.4% | +17.4% | -59.8% | -40.1% |
| All | +309.9% | +120.4% | +189.5% | +260.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling