+182.8%
HIMS vs PM
+249.5%
-66.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -3.9% | -4.9% | +1.0% | -3.9% |
| 30D | -12.4% | -3.4% | -9.1% | -12.4% |
| 3M | -1.1% | +5.2% | -6.2% | -1.5% |
| 6M | +68.4% | +3.7% | +64.7% | +67.5% |
| YTD | -14.7% | +15.8% | -30.4% | -15.9% |
| 1Y | -42.4% | +17.4% | -59.8% | -43.4% |
| 3Y | +304.5% | +116.9% | +187.6% | +251.8% |
| 5Y | +237.5% | +117.3% | +120.2% | +190.5% |
| All | +182.8% | +249.5% | -66.8% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling