+246.0%
HIMS vs PM
+141.6%
+104.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -12.4% |
| 7D | -9.1% | -7.3% | -1.8% | -11.1% |
| 30D | -25.8% | -4.0% | -21.8% | -26.5% |
| 3M | -27.4% | +2.7% | -30.1% | -26.4% |
| 6M | -18.9% | +14.9% | -33.7% | -15.3% |
| YTD | -29.4% | +23.5% | -52.9% | -24.7% |
| 1Y | -44.1% | +30.4% | -74.4% | -39.6% |
| 3Y | +246.0% | +143.2% | +102.8% | +232.1% |
| All | +246.0% | +141.6% | +104.4% | +232.1% |
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