+101.3%
HIMS vs PODD
+3.9%
+97.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -18.0% | -4.4% | -13.6% | -16.8% |
| 30D | -33.6% | +8.1% | -41.7% | -35.7% |
| 3M | -34.2% | +2.9% | -37.1% | -35.2% |
| 6M | -21.2% | -5.7% | -15.5% | -22.0% |
| YTD | -39.2% | -47.5% | +8.2% | -24.1% |
| 1Y | -49.4% | -55.7% | +6.2% | -32.0% |
| 3Y | +189.7% | -3.7% | +193.5% | +178.9% |
| 5Y | +166.6% | -52.6% | +219.2% | +221.6% |
| All | +101.3% | +3.9% | +97.4% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 10y: compounded portfolio wealth divided by compounded PODD 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…
10y analysis · Full analysis span regression · 6 months rolling