+230.2%
HIMS vs PM
+122.3%
+108.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | -0.9% | -1.3% | +0.3% | -1.0% |
| 30D | -10.8% | -2.6% | -8.3% | -10.9% |
| 3M | +3.7% | +5.8% | -2.1% | +3.3% |
| 6M | +79.0% | +10.6% | +68.4% | +77.5% |
| YTD | -13.2% | +17.2% | -30.4% | -14.4% |
| 1Y | -43.3% | +17.6% | -60.9% | -44.1% |
| 3Y | +331.4% | +124.3% | +207.1% | +233.7% |
| 5Y | +230.2% | +125.1% | +105.2% | +144.7% |
| All | +230.2% | +122.3% | +108.0% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling