+177.1%
HIMS vs PM
+160.6%
+16.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -11.9% |
| 7D | -9.1% | -7.3% | -1.8% | -9.4% |
| 30D | -25.8% | -4.0% | -21.8% | -25.8% |
| 3M | -27.4% | +2.7% | -30.1% | -27.2% |
| 6M | -18.9% | +14.9% | -33.7% | -19.1% |
| YTD | -29.4% | +23.5% | -52.9% | -29.9% |
| 1Y | -44.1% | +30.4% | -74.4% | -44.9% |
| 3Y | +246.0% | +143.2% | +102.8% | +165.2% |
| 5Y | +177.1% | +159.5% | +17.6% | +96.4% |
| All | +177.1% | +160.6% | +16.5% | +96.4% |
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 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